+273.8%
ROIV vs WU
-49.1%
+323.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.0% | +8.2% | +6.6% |
| 7D | +5.3% | +11.7% | -6.4% | +2.7% |
| 30D | +11.9% | +12.6% | -0.7% | +8.8% |
| 3M | +10.7% | -0.5% | +11.2% | +10.3% |
| 6M | +34.9% | -18.2% | +53.1% | +39.7% |
| YTD | +79.2% | -19.0% | +98.2% | +85.5% |
| 1Y | +89.0% | -16.7% | +105.7% | +94.3% |
| 3Y | +337.3% | -21.0% | +358.4% | +347.6% |
| 5Y | +402.3% | -41.7% | +444.0% | +423.0% |
| All | +273.8% | -49.1% | +323.0% | +289.2% |
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