+294.4%
ROIV vs WETO
-99.4%
+393.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.1% | -9.1% | -2.1% |
| 7D | +19.0% | -19.9% | +38.9% | +19.1% |
| 30D | +16.1% | -42.7% | +58.8% | +16.0% |
| 3M | +44.1% | -97.7% | +141.8% | +51.6% |
| 6M | +37.8% | -94.4% | +132.3% | +37.9% |
| YTD | +88.7% | -97.0% | +185.7% | +93.3% |
| 1Y | +197.3% | -98.9% | +296.2% | +217.5% |
| All | +294.4% | -99.4% | +393.8% | +301.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling