+87.6%
WAT vs ROIV
+384.4%
-296.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.3% |
| 7D | +0.7% | +9.5% | -8.8% | -1.4% |
| 30D | +9.0% | +21.0% | -12.0% | +4.2% |
| 3M | +13.5% | +18.7% | -5.3% | +8.2% |
| 6M | +35.3% | +44.5% | -9.2% | +22.1% |
| YTD | +24.0% | +92.9% | -68.9% | +2.4% |
| 1Y | +22.0% | +100.2% | -78.3% | -0.9% |
| All | +87.6% | +384.4% | -296.8% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling