+52.1%
WEC vs ROIV
+287.3%
-235.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.6% | -3.5% | +1.1% |
| 7D | +0.2% | +13.3% | -13.1% | +0.1% |
| 30D | +12.9% | +14.8% | -1.8% | +12.8% |
| 3M | +9.8% | +11.9% | -2.1% | +9.7% |
| 6M | +6.7% | +42.4% | -35.7% | +6.4% |
| YTD | +14.0% | +87.4% | -73.5% | +13.2% |
| 1Y | +7.3% | +97.2% | -89.9% | +6.6% |
| 3Y | +63.8% | +375.7% | -311.9% | +61.2% |
| 5Y | +54.8% | +379.0% | -324.3% | +50.4% |
| All | +52.1% | +287.3% | -235.3% | +46.7% |
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