+273.8%
ROIV vs NWSA
+51.9%
+221.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.3% | +6.5% | +6.3% |
| 7D | +5.3% | -9.4% | +14.7% | +7.8% |
| 30D | +11.9% | -7.8% | +19.6% | +14.0% |
| 3M | +10.7% | -10.8% | +21.5% | +13.5% |
| 6M | +34.9% | +1.1% | +33.8% | +33.1% |
| YTD | +79.2% | +1.8% | +77.4% | +75.8% |
| 1Y | +89.0% | +6.0% | +83.0% | +82.6% |
| 3Y | +337.3% | +24.6% | +312.8% | +298.6% |
| 5Y | +402.3% | +13.1% | +389.2% | +335.7% |
| All | +273.8% | +51.9% | +221.9% | +230.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling