-24.5%
WU vs VICR
+1,649.2%
-1,673.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +4.0% | -0.1% |
| 7D | -4.9% | +1.3% | -6.2% | -5.2% |
| 30D | -1.3% | -11.9% | +10.7% | +0.1% |
| 3M | -3.6% | -35.1% | +31.6% | +0.6% |
| 6M | -24.3% | +8.1% | -32.5% | -28.9% |
| YTD | -21.1% | +67.8% | -88.9% | -31.7% |
| 1Y | -10.3% | +267.3% | -277.6% | -32.8% |
| 3Y | -28.4% | +191.2% | -219.6% | -48.0% |
| 5Y | -51.2% | +48.1% | -99.3% | -63.7% |
| 10Y | -39.6% | +1,546.1% | -1,585.7% | -76.7% |
| All | -24.5% | +1,649.2% | -1,673.7% | -78.7% |
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