+221.3%
ROIV vs NWSA
+2.1%
+219.2%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -1.9% | +20.6% | +18.2% |
| 7D | +20.2% | -2.6% | +22.8% | +19.3% |
| 30D | +14.1% | +4.6% | +9.6% | +15.6% |
| 3M | +45.6% | +10.2% | +35.4% | +49.5% |
| 6M | +44.1% | +21.6% | +22.5% | +51.7% |
| YTD | +91.2% | +14.6% | +76.5% | +103.8% |
| 1Y | +221.3% | +0.4% | +220.9% | +242.0% |
| All | +221.3% | +2.1% | +219.2% | +242.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling