+30.8%
WAT vs ROIV
+378.2%
-347.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.2% | -5.2% | +0.3% |
| 7D | -1.1% | +5.3% | -6.4% | -1.7% |
| 30D | +5.0% | +11.9% | -6.9% | +3.7% |
| 3M | +14.5% | +10.7% | +3.8% | +12.9% |
| 6M | +30.9% | +34.9% | -4.0% | +26.3% |
| YTD | +20.5% | +79.2% | -58.7% | +12.5% |
| 1Y | +23.3% | +89.0% | -65.7% | +14.3% |
| 3Y | +81.5% | +337.3% | -255.9% | +54.8% |
| All | +30.8% | +378.2% | -347.5% | +1.2% |
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