-18.0%
WU vs VICR
+76.0%
-93.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -11.1% | +16.6% | +5.2% |
| 7D | +8.2% | -26.6% | +34.8% | +7.6% |
| 30D | +8.0% | -47.9% | +56.0% | +7.4% |
| 3M | -6.6% | -29.8% | +23.1% | -7.2% |
| 6M | -23.3% | -36.6% | +13.4% | -24.0% |
| YTD | -22.4% | +45.1% | -67.5% | -22.6% |
| 1Y | -18.0% | +80.0% | -98.0% | -15.6% |
| All | -18.0% | +76.0% | -93.9% | -15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling