+569.0%
WDC vs ROIV
+270.3%
+298.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.2% | -7.6% | -2.6% |
| 7D | -28.0% | +5.3% | -33.3% | -28.6% |
| 30D | -34.9% | +11.9% | -46.8% | -36.2% |
| 3M | -41.6% | +10.7% | -52.3% | -42.8% |
| 6M | -45.4% | +34.9% | -80.3% | -48.4% |
| YTD | +53.3% | +79.2% | -25.9% | +37.9% |
| 1Y | +61.5% | +89.0% | -27.5% | +43.9% |
| 3Y | +712.3% | +337.3% | +375.0% | +538.1% |
| 5Y | +524.2% | +402.3% | +121.9% | +327.2% |
| All | +569.0% | +270.3% | +298.7% | +380.6% |
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