+183.8%
WWD vs VICR
+42.6%
+141.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.1% |
| 7D | -2.9% | -0.4% | -2.5% | -2.9% |
| 30D | -6.6% | -15.6% | +9.0% | -4.9% |
| 3M | -9.3% | -35.4% | +26.1% | -5.8% |
| 6M | -13.6% | +1.3% | -14.9% | -16.2% |
| YTD | +10.4% | +62.5% | -52.1% | +1.0% |
| 1Y | +39.9% | +255.5% | -215.6% | +16.5% |
| 3Y | +165.0% | +182.0% | -16.9% | +117.4% |
| 5Y | +183.8% | +42.9% | +140.9% | +133.0% |
| All | +183.8% | +42.6% | +141.2% | +133.0% |
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