+55.8%
WEC vs ROIV
+413.4%
-357.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.5% | +0.1% |
| 7D | -0.7% | +9.2% | -9.9% | -0.8% |
| 30D | +11.0% | +19.9% | -8.9% | +10.7% |
| 3M | +8.6% | +10.6% | -2.0% | +8.4% |
| 6M | +6.2% | +36.1% | -29.9% | +5.7% |
| YTD | +14.3% | +84.3% | -70.0% | +13.3% |
| 1Y | +8.4% | +87.6% | -79.2% | +7.4% |
| 3Y | +62.9% | +353.9% | -291.1% | +59.3% |
| 5Y | +55.8% | +376.1% | -320.2% | +51.1% |
| All | +55.8% | +413.4% | -357.5% | +51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling