+250.4%
ROIV vs GWW
+224.0%
+26.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.3% |
| 7D | +0.6% | +1.4% | -0.8% | +0.4% |
| 30D | +1.0% | +3.3% | -2.3% | +0.3% |
| 3M | +18.3% | +2.9% | +15.4% | +17.3% |
| 6M | +18.3% | +15.8% | +2.5% | +14.4% |
| YTD | +61.0% | +32.0% | +28.9% | +51.4% |
| 1Y | +177.9% | +29.9% | +148.0% | +161.9% |
| 3Y | +199.1% | +91.1% | +108.0% | +170.4% |
| All | +250.4% | +224.0% | +26.3% | +247.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling