+298.8%
ROIV vs BWA
+107.7%
+191.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -1.9% | +20.6% | +19.2% |
| 7D | +20.2% | +4.3% | +15.9% | +18.9% |
| 30D | +14.1% | -2.9% | +17.0% | +14.7% |
| 3M | +45.6% | -12.4% | +58.0% | +49.5% |
| 6M | +44.1% | +28.6% | +15.6% | +34.3% |
| YTD | +91.2% | +48.2% | +42.9% | +69.9% |
| 1Y | +221.3% | +50.9% | +170.4% | +183.5% |
| 3Y | +229.2% | +72.2% | +157.0% | +172.5% |
| 5Y | +316.5% | +91.1% | +225.4% | +218.1% |
| All | +298.8% | +107.7% | +191.1% | +208.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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