+163.1%
WWD vs VICR
+209.3%
-46.2%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +11.2% | -9.8% | 0.0% |
| 7D | -2.6% | +5.0% | -7.6% | -3.2% |
| 30D | -6.9% | -12.5% | +5.5% | -5.7% |
| 3M | -13.0% | -33.6% | +20.6% | -9.8% |
| 6M | -12.5% | +10.7% | -23.1% | -16.4% |
| YTD | +11.8% | +80.6% | -68.7% | +0.4% |
| 1Y | +41.1% | +288.4% | -247.3% | +15.1% |
| 3Y | +163.1% | +213.8% | -50.7% | +115.9% |
| All | +163.1% | +209.3% | -46.2% | +115.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling