+53.6%
WEC vs ROIV
+248.8%
-195.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.4% | +0.2% |
| 7D | +3.2% | -2.4% | +5.6% | +3.2% |
| 30D | +14.7% | +3.1% | +11.6% | +14.6% |
| 3M | +10.2% | +5.8% | +4.4% | +10.2% |
| 6M | +4.5% | +29.3% | -24.8% | +4.2% |
| YTD | +15.1% | +68.8% | -53.7% | +14.5% |
| 1Y | +9.4% | +81.0% | -71.6% | +8.7% |
| 3Y | +56.9% | +294.6% | -237.7% | +54.6% |
| 5Y | +54.4% | +373.1% | -318.7% | +50.4% |
| All | +53.6% | +248.8% | -195.2% | +48.3% |
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