+52.5%
WEC vs ROIV
+298.6%
-246.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.4% |
| 7D | -0.5% | +9.5% | -10.0% | -0.6% |
| 30D | +12.0% | +21.0% | -9.0% | +11.8% |
| 3M | +11.1% | +18.7% | -7.6% | +10.9% |
| 6M | +6.0% | +44.5% | -38.5% | +5.6% |
| YTD | +14.3% | +92.9% | -78.6% | +13.5% |
| 1Y | +8.0% | +100.2% | -92.3% | +7.2% |
| 3Y | +62.8% | +375.0% | -312.2% | +60.2% |
| 5Y | +55.3% | +435.2% | -379.9% | +51.2% |
| All | +52.5% | +298.6% | -246.1% | +47.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling