+692.9%
WY vs VICR
+11,731.3%
-11,038.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.4% | +0.3% |
| 7D | -1.7% | +1.3% | -2.9% | -1.9% |
| 30D | -9.9% | -11.9% | +2.1% | -8.6% |
| 3M | -7.5% | -35.1% | +27.6% | -3.5% |
| 6M | -5.1% | +8.1% | -13.3% | -10.9% |
| YTD | -2.1% | +67.8% | -69.9% | -15.1% |
| 1Y | -7.3% | +267.3% | -274.6% | -30.2% |
| 3Y | -22.6% | +191.2% | -213.9% | -43.4% |
| 5Y | -19.8% | +48.1% | -67.9% | -39.5% |
| 10Y | +9.6% | +1,546.1% | -1,536.5% | -47.0% |
| All | +692.9% | +11,731.3% | -11,038.4% | +145.2% |
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 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