+71.1%
WAT vs ROIV
+232.7%
-161.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.2% |
| 7D | -1.3% | +0.6% | -1.9% | -1.3% |
| 30D | +2.3% | +1.0% | +1.4% | +2.2% |
| 3M | +8.7% | +18.3% | -9.5% | +6.9% |
| 6M | +28.3% | +18.3% | +10.0% | +26.0% |
| YTD | +7.8% | +61.0% | -53.2% | +2.4% |
| 1Y | +36.6% | +177.9% | -141.3% | +22.9% |
| 3Y | +45.7% | +199.1% | -153.4% | +28.9% |
| 5Y | -3.3% | +250.7% | -254.0% | -18.6% |
| All | +71.1% | +232.7% | -161.5% | +45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling