+12,862.5%
WST vs VICR
+12,032.5%
+830.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.3% | -1.4% |
| 7D | +0.7% | +0.4% | +0.3% | +0.6% |
| 30D | -3.1% | -13.9% | +10.8% | -1.8% |
| 3M | +7.2% | -38.4% | +45.6% | +11.6% |
| 6M | +36.8% | -7.2% | +44.0% | +33.2% |
| YTD | +23.8% | +72.0% | -48.2% | +11.5% |
| 1Y | +37.8% | +263.3% | -225.5% | +12.4% |
| 3Y | -15.9% | +173.3% | -189.2% | -32.7% |
| 5Y | -25.8% | +47.3% | -73.1% | -39.5% |
| 10Y | +319.6% | +1,495.2% | -1,175.6% | +141.6% |
| All | +12,862.5% | +12,032.5% | +830.0% | +6,732.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VICR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling