+34.9%
ROIV vs WAB
+6.3%
+28.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.8% | +4.3% | +5.6% |
| 7D | +5.3% | +1.4% | +3.9% | +5.2% |
| 30D | +11.9% | +0.4% | +11.5% | +11.9% |
| 3M | +10.7% | -3.8% | +14.5% | +11.8% |
| 6M | +34.9% | +5.1% | +29.8% | +32.0% |
| All | +34.9% | +6.3% | +28.7% | +32.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling