+197.3%
ROIV vs WST
-15.6%
+212.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | +0.6% | +0.7% | -0.1% | +0.5% |
| 30D | +1.0% | -3.1% | +4.1% | +1.4% |
| 3M | +18.3% | +7.2% | +11.1% | +17.2% |
| 6M | +18.3% | +36.8% | -18.5% | +13.3% |
| YTD | +61.0% | +23.8% | +37.1% | +55.4% |
| 1Y | +177.9% | +37.8% | +140.1% | +165.1% |
| All | +197.3% | -15.6% | +212.9% | +174.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling