+302.4%
ROIV vs WAB
+315.6%
-13.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +9.5% | +3.1% | +6.3% | +8.3% |
| 30D | +21.0% | +6.4% | +14.5% | +18.3% |
| 3M | +18.7% | +2.2% | +16.6% | +17.7% |
| 6M | +44.5% | +13.7% | +30.8% | +37.4% |
| YTD | +92.9% | +43.0% | +49.9% | +68.9% |
| 1Y | +100.2% | +47.0% | +53.3% | +73.6% |
| 3Y | +375.0% | +174.4% | +200.6% | +233.1% |
| 5Y | +435.2% | +222.2% | +213.0% | +252.3% |
| All | +302.4% | +315.6% | -13.2% | +163.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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