+291.1%
ROIV vs WAB
+307.4%
-16.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.1% | -0.5% | +2.8% |
| 7D | +13.3% | +4.0% | +9.3% | +11.8% |
| 30D | +14.8% | +4.5% | +10.3% | +13.0% |
| 3M | +11.9% | +2.3% | +9.6% | +10.9% |
| 6M | +42.4% | +12.5% | +29.9% | +35.9% |
| YTD | +87.4% | +40.2% | +47.2% | +65.3% |
| 1Y | +97.2% | +45.2% | +52.0% | +71.8% |
| 3Y | +375.7% | +171.8% | +203.9% | +234.9% |
| 5Y | +379.0% | +217.6% | +161.4% | +217.6% |
| All | +291.1% | +307.4% | -16.4% | +157.9% |
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