+302.8%
ROIV vs WETO
-99.4%
+402.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.1% | +5.9% | +0.8% |
| 7D | +22.3% | -38.7% | +61.0% | +22.6% |
| 30D | +16.9% | -51.3% | +68.2% | +16.8% |
| 3M | +43.9% | -97.8% | +141.8% | +51.3% |
| 6M | +41.6% | -94.8% | +136.3% | +41.6% |
| YTD | +92.7% | -97.2% | +189.9% | +97.5% |
| 1Y | +210.2% | -98.9% | +309.1% | +231.6% |
| All | +302.8% | -99.4% | +402.2% | +310.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling