+689.3%
WDC vs ROIV
+280.9%
+408.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.8% | +0.1% |
| 7D | +16.3% | +9.2% | +7.1% | +14.4% |
| 30D | -18.3% | +19.9% | -38.2% | -20.8% |
| 3M | -31.4% | +10.6% | -42.0% | -32.9% |
| 6M | -36.3% | +36.1% | -72.4% | -39.9% |
| YTD | +80.8% | +84.3% | -3.4% | +61.9% |
| 1Y | +87.7% | +87.6% | +0.1% | +67.4% |
| 3Y | +819.4% | +353.9% | +465.5% | +618.4% |
| 5Y | +583.2% | +376.1% | +207.1% | +367.0% |
| All | +689.3% | +280.9% | +408.4% | +464.5% |
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