+302.0%
ROIV vs GWW
+237.3%
+64.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | +22.3% | -0.5% | +22.8% | +22.3% |
| 30D | +16.9% | -1.4% | +18.3% | +17.0% |
| 3M | +43.9% | -3.6% | +47.6% | +44.4% |
| 6M | +41.6% | +15.1% | +26.5% | +37.4% |
| YTD | +92.7% | +27.5% | +65.2% | +83.5% |
| 1Y | +210.2% | +29.6% | +180.6% | +194.3% |
| 3Y | +231.8% | +90.1% | +141.8% | +205.8% |
| 5Y | +319.8% | +222.6% | +97.2% | +290.2% |
| All | +302.0% | +237.3% | +64.8% | +269.7% |
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