-20.9%
WY vs VICR
+57.6%
-78.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.2% | -10.8% | -0.6% |
| 7D | -4.2% | +5.0% | -9.1% | -4.6% |
| 30D | -10.1% | -12.5% | +2.4% | -9.4% |
| 3M | -8.5% | -33.6% | +25.1% | -6.4% |
| 6M | -3.3% | +10.7% | -14.0% | -7.6% |
| YTD | -4.4% | +80.6% | -85.0% | -13.9% |
| 1Y | -11.5% | +288.4% | -299.8% | -27.5% |
| 3Y | -24.3% | +213.8% | -238.1% | -39.7% |
| All | -20.9% | +57.6% | -78.6% | -35.8% |
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