+68.4%
WAT vs ROIV
+295.0%
-226.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +18.8% | -20.3% | -3.4% |
| 7D | -0.7% | +20.2% | -20.9% | -2.7% |
| 30D | -1.0% | +14.1% | -15.1% | -2.4% |
| 3M | +10.9% | +45.6% | -34.7% | +6.6% |
| 6M | +33.2% | +44.1% | -11.0% | +28.0% |
| YTD | +6.1% | +91.2% | -85.1% | -1.1% |
| 1Y | +30.2% | +221.3% | -191.1% | +15.3% |
| 3Y | +52.9% | +229.2% | -176.3% | +33.4% |
| 5Y | -5.1% | +316.5% | -321.6% | -21.6% |
| All | +68.4% | +295.0% | -226.6% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling