+48.1%
WAT vs ROIV
+200.3%
-152.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.3% |
| 7D | -1.3% | +0.6% | -1.9% | -1.4% |
| 30D | +2.3% | +1.0% | +1.4% | +2.0% |
| 3M | +8.7% | +18.3% | -9.5% | +4.9% |
| 6M | +28.3% | +18.3% | +10.0% | +23.5% |
| YTD | +7.8% | +61.0% | -53.2% | -3.3% |
| 1Y | +36.6% | +177.9% | -141.3% | +7.0% |
| All | +48.1% | +200.3% | -152.2% | +9.3% |
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