+296.1%
ROIV vs WSM
+454.1%
-158.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +14.3% | +3.1% | +11.2% | +13.5% |
| 30D | +16.2% | +8.5% | +7.7% | +14.0% |
| 3M | +15.1% | +4.6% | +10.5% | +13.8% |
| 6M | +44.2% | +44.5% | -0.3% | +32.1% |
| YTD | +89.8% | +48.4% | +41.4% | +72.6% |
| 1Y | +94.6% | +36.2% | +58.4% | +80.1% |
| 3Y | +367.5% | +268.8% | +98.8% | +228.8% |
| 5Y | +421.4% | +185.2% | +236.1% | +249.5% |
| All | +296.1% | +454.1% | -158.0% | +168.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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