+302.4%
ROIV vs BWA
+60.7%
+241.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.2% |
| 7D | +9.5% | +1.7% | +7.8% | +9.1% |
| 30D | +21.0% | -14.6% | +35.6% | +25.2% |
| 3M | +18.7% | -26.2% | +45.0% | +26.7% |
| 6M | +44.5% | -18.4% | +62.9% | +49.7% |
| YTD | +92.9% | +14.7% | +78.2% | +81.2% |
| 1Y | +100.2% | +13.3% | +86.9% | +88.5% |
| 3Y | +375.0% | +64.7% | +310.3% | +298.8% |
| 5Y | +435.2% | +32.2% | +403.0% | +328.5% |
| All | +302.4% | +60.7% | +241.7% | +229.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling