+284.5%
ROIV vs WST
+56.4%
+228.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.1% | -4.4% |
| 7D | +9.2% | +4.9% | +4.3% | +8.4% |
| 30D | +19.9% | +10.7% | +9.2% | +18.0% |
| 3M | +10.6% | +16.8% | -6.2% | +7.8% |
| 6M | +36.1% | +32.0% | +4.1% | +29.9% |
| YTD | +84.3% | +49.9% | +34.4% | +71.2% |
| 1Y | +87.6% | +50.6% | +36.9% | +74.0% |
| 3Y | +353.9% | +21.4% | +332.5% | +316.3% |
| 5Y | +376.1% | -0.6% | +376.6% | +332.0% |
| All | +284.5% | +56.4% | +228.1% | +235.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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