+336.8%
ROIV vs WU
-23.0%
+359.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.5% | -1.4% |
| 7D | +1.7% | -2.0% | +3.7% | +2.0% |
| 30D | +17.6% | +11.4% | +6.2% | +14.9% |
| 3M | +9.0% | -6.8% | +15.8% | +10.2% |
| 6M | +35.3% | -14.6% | +49.9% | +38.6% |
| YTD | +82.2% | -20.6% | +102.8% | +89.5% |
| 1Y | +92.3% | -15.4% | +107.6% | +97.0% |
| 3Y | +336.8% | -23.6% | +360.4% | +350.3% |
| All | +336.8% | -23.0% | +359.8% | +350.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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