+37.5%
WEC vs ROIV
+232.7%
-195.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.7% |
| 7D | -0.3% | +0.6% | -0.9% | -0.3% |
| 30D | -1.3% | +1.0% | -2.2% | -1.3% |
| 3M | -3.9% | +18.3% | -22.2% | -4.1% |
| 6M | -8.3% | +18.3% | -26.6% | -8.5% |
| YTD | +3.1% | +61.0% | -57.9% | +2.5% |
| 1Y | +1.9% | +177.9% | -175.9% | +0.8% |
| 3Y | +41.9% | +199.1% | -157.1% | +40.0% |
| 5Y | +30.8% | +250.7% | -219.9% | +25.7% |
| All | +37.5% | +232.7% | -195.2% | +32.8% |
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