-52.1%
WU vs VICR
+57.6%
-109.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +11.2% | -10.6% | 0.0% |
| 7D | -3.5% | +5.0% | -8.4% | -3.8% |
| 30D | -2.9% | -12.5% | +9.5% | -2.5% |
| 3M | -2.3% | -33.6% | +31.3% | -0.9% |
| 6M | -25.4% | +10.7% | -36.0% | -27.3% |
| YTD | -21.2% | +80.6% | -101.8% | -25.9% |
| 1Y | -8.9% | +288.4% | -297.2% | -19.3% |
| 3Y | -29.0% | +213.8% | -242.8% | -37.9% |
| All | -52.1% | +57.6% | -109.8% | -63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling