+411.6%
ROIV vs WAB
+203.5%
+208.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.8% | +4.3% | +5.4% |
| 7D | +5.3% | +1.4% | +3.9% | +4.7% |
| 30D | +11.9% | +0.4% | +11.5% | +11.7% |
| 3M | +10.7% | -3.8% | +14.5% | +12.3% |
| 6M | +34.9% | +5.1% | +29.8% | +31.1% |
| YTD | +79.2% | +33.3% | +45.9% | +56.4% |
| 1Y | +89.0% | +39.8% | +49.2% | +61.5% |
| 3Y | +337.3% | +161.1% | +176.3% | +176.9% |
| All | +411.6% | +203.5% | +208.1% | +201.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling