+337.3%
ROIV vs WU
-21.7%
+359.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.0% | +8.2% | +6.5% |
| 7D | +5.3% | +11.7% | -6.4% | +2.9% |
| 30D | +11.9% | +12.6% | -0.7% | +9.0% |
| 3M | +10.7% | -0.5% | +11.2% | +10.4% |
| 6M | +34.9% | -18.2% | +53.1% | +39.8% |
| YTD | +79.2% | -19.0% | +98.2% | +85.8% |
| 1Y | +89.0% | -16.7% | +105.7% | +94.6% |
| 3Y | +337.3% | -21.0% | +358.4% | +345.9% |
| All | +337.3% | -21.7% | +359.0% | +345.9% |
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