+336.8%
ROIV vs WAB
+168.8%
+168.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -0.8% |
| 7D | +1.7% | +5.1% | -3.4% | -0.3% |
| 30D | +17.6% | +4.0% | +13.6% | +15.7% |
| 3M | +9.0% | +0.1% | +8.9% | +8.8% |
| 6M | +35.3% | +12.8% | +22.5% | +27.8% |
| YTD | +82.2% | +40.1% | +42.1% | +56.1% |
| 1Y | +92.3% | +46.4% | +45.9% | +61.5% |
| 3Y | +336.8% | +167.4% | +169.4% | +137.0% |
| All | +336.8% | +168.8% | +168.0% | +137.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling