+0.1%
WBD vs ROIV
+295.0%
-294.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +18.8% | -19.2% | -3.2% |
| 7D | -0.7% | +20.2% | -20.9% | -3.6% |
| 30D | +5.0% | +14.1% | -9.1% | +2.6% |
| 3M | +6.2% | +45.6% | -39.4% | -0.1% |
| 6M | +0.6% | +44.1% | -43.5% | -5.6% |
| YTD | -2.4% | +91.2% | -93.6% | -12.8% |
| 1Y | +127.7% | +221.3% | -93.6% | +87.0% |
| 3Y | +148.4% | +229.2% | -80.8% | +99.6% |
| 5Y | +4.2% | +316.5% | -312.2% | -33.7% |
| All | +0.1% | +295.0% | -294.9% | -35.8% |
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