+311.9%
ROIV vs WST
+16.9%
+295.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.0% | -0.2% | -3.7% |
| 7D | -2.4% | -5.8% | +3.4% | -1.7% |
| 30D | +3.1% | +5.3% | -2.3% | +2.5% |
| 3M | +5.8% | +11.8% | -6.0% | +4.5% |
| 6M | +29.3% | +26.7% | +2.6% | +25.5% |
| YTD | +68.8% | +43.0% | +25.8% | +60.2% |
| 1Y | +81.0% | +38.9% | +42.2% | +72.2% |
| All | +311.9% | +16.9% | +295.0% | +264.9% |
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