+296.1%
ROIV vs WAB
+314.7%
-18.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +0.6% |
| 7D | +14.3% | +4.0% | +10.3% | +12.8% |
| 30D | +16.2% | +6.3% | +9.9% | +13.7% |
| 3M | +15.1% | +3.3% | +11.8% | +13.7% |
| 6M | +44.2% | +14.5% | +29.7% | +36.8% |
| YTD | +89.8% | +42.7% | +47.1% | +66.3% |
| 1Y | +94.6% | +45.2% | +49.4% | +69.4% |
| 3Y | +367.5% | +173.8% | +193.8% | +228.1% |
| 5Y | +421.4% | +223.8% | +197.6% | +243.6% |
| All | +296.1% | +314.7% | -18.6% | +159.6% |
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