+33.2%
WAT vs ROIV
+380.3%
-347.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.3% |
| 7D | +0.6% | +1.7% | -1.1% | +0.4% |
| 30D | +5.4% | +17.6% | -12.2% | +3.6% |
| 3M | +11.3% | +9.0% | +2.3% | +10.0% |
| 6M | +37.4% | +35.3% | +2.1% | +32.5% |
| YTD | +21.2% | +82.2% | -61.0% | +12.9% |
| 1Y | +21.3% | +92.3% | -70.9% | +12.3% |
| 3Y | +83.4% | +336.8% | -253.4% | +56.3% |
| All | +33.2% | +380.3% | -347.2% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling