+235.9%
ROIV vs WST
+29.2%
+206.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.5% |
| 3M | +18.3% | +7.2% | +11.1% | +16.8% |
| 6M | +18.3% | +36.8% | -18.5% | +11.7% |
| YTD | +61.0% | +23.8% | +37.1% | +54.2% |
| 1Y | +177.9% | +37.8% | +140.1% | +161.2% |
| 3Y | +199.1% | -15.9% | +215.0% | +194.2% |
| 5Y | +250.7% | -25.8% | +276.5% | +228.9% |
| All | +235.9% | +29.2% | +206.7% | +202.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling