+291.1%
ROIV vs GWW
+282.4%
+8.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.7% | +3.9% | +4.5% |
| 7D | +13.3% | +5.3% | +8.1% | +12.4% |
| 30D | +14.8% | +12.4% | +2.3% | +12.7% |
| 3M | +11.9% | +13.7% | -1.8% | +9.5% |
| 6M | +42.4% | +18.0% | +24.4% | +38.1% |
| YTD | +87.4% | +44.6% | +42.9% | +74.9% |
| 1Y | +97.2% | +53.1% | +44.1% | +82.2% |
| 3Y | +375.7% | +90.2% | +285.5% | +332.9% |
| 5Y | +379.0% | +215.0% | +164.0% | +327.3% |
| All | +291.1% | +282.4% | +8.6% | +252.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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