+293.3%
ROIV vs WETO
-99.4%
+392.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.1% | -0.3% |
| 7D | +16.9% | -4.3% | +21.2% | +16.9% |
| 30D | +12.9% | -39.9% | +52.8% | +12.7% |
| 3M | +37.3% | -97.9% | +135.2% | +44.6% |
| 6M | +38.0% | -95.0% | +133.0% | +38.5% |
| YTD | +88.1% | -97.2% | +185.3% | +92.8% |
| 1Y | +183.3% | -98.9% | +282.2% | +202.5% |
| All | +293.3% | -99.4% | +392.7% | +300.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 10y: compounded portfolio wealth divided by compounded WETO 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…
10y analysis · Full analysis span regression · 6 months rolling