+411.6%
ROIV vs WST
-0.1%
+411.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.9% | +4.3% | +5.8% |
| 7D | +5.3% | -3.1% | +8.4% | +5.9% |
| 30D | +11.9% | +9.1% | +2.8% | +10.3% |
| 3M | +10.7% | +14.7% | -4.0% | +8.2% |
| 6M | +34.9% | +28.0% | +6.9% | +29.1% |
| YTD | +79.2% | +45.6% | +33.5% | +66.6% |
| 1Y | +89.0% | +45.7% | +43.4% | +75.6% |
| 3Y | +337.3% | +21.1% | +316.3% | +297.9% |
| All | +411.6% | -0.1% | +411.7% | +387.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling