+291.1%
ROIV vs BWA
+61.3%
+229.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.4% | -0.8% | +3.4% |
| 7D | +13.3% | -0.6% | +13.9% | +13.4% |
| 30D | +14.8% | -16.1% | +30.8% | +19.2% |
| 3M | +11.9% | -24.6% | +36.5% | +18.8% |
| 6M | +42.4% | -15.7% | +58.1% | +46.3% |
| YTD | +87.4% | +15.1% | +72.3% | +76.0% |
| 1Y | +97.2% | +15.9% | +81.4% | +84.6% |
| 3Y | +375.7% | +67.1% | +308.6% | +298.1% |
| 5Y | +379.0% | +34.7% | +344.3% | +284.1% |
| All | +291.1% | +61.3% | +229.8% | +219.6% |
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