-40.4%
WU vs VICR
+1,679.8%
-1,720.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +11.2% | -10.6% | -0.3% |
| 7D | -3.5% | +5.0% | -8.4% | -3.9% |
| 30D | -2.9% | -12.5% | +9.5% | -2.2% |
| 3M | -2.3% | -33.6% | +31.3% | -0.1% |
| 6M | -25.4% | +10.7% | -36.0% | -28.2% |
| YTD | -21.2% | +80.6% | -101.8% | -28.1% |
| 1Y | -8.9% | +288.4% | -297.2% | -23.7% |
| 3Y | -29.0% | +213.8% | -242.8% | -41.6% |
| 5Y | -50.7% | +58.8% | -109.6% | -58.8% |
| All | -40.4% | +1,679.8% | -1,720.1% | -64.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling