+411.6%
ROIV vs BWA
+26.5%
+385.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.7% | +3.5% | +5.4% |
| 7D | +5.3% | -5.5% | +10.8% | +7.0% |
| 30D | +11.9% | -21.7% | +33.6% | +19.8% |
| 3M | +10.7% | -25.6% | +36.3% | +19.7% |
| 6M | +34.9% | -17.4% | +52.3% | +40.1% |
| YTD | +79.2% | +9.2% | +70.0% | +66.8% |
| 1Y | +89.0% | +9.7% | +79.3% | +75.3% |
| 3Y | +337.3% | +54.6% | +282.7% | +249.5% |
| All | +411.6% | +26.5% | +385.1% | +292.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling