+235.9%
ROIV vs WU
-48.7%
+284.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | +0.6% | -0.8% | +1.5% | +0.8% |
| 30D | +1.0% | -1.1% | +2.1% | +1.1% |
| 3M | +18.3% | -3.9% | +22.1% | +18.2% |
| 6M | +18.3% | -20.7% | +39.0% | +23.7% |
| YTD | +61.0% | -18.4% | +79.3% | +66.9% |
| 1Y | +177.9% | -8.1% | +185.9% | +179.0% |
| 3Y | +199.1% | -24.2% | +223.2% | +208.7% |
| 5Y | +250.7% | -50.4% | +301.2% | +262.0% |
| All | +235.9% | -48.7% | +284.6% | +250.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling