+302.0%
ROIV vs WSM
+380.5%
-78.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +22.3% | +2.6% | +19.7% | +21.6% |
| 30D | +16.9% | -9.3% | +26.1% | +19.5% |
| 3M | +43.9% | +7.1% | +36.8% | +41.5% |
| 6M | +41.6% | +21.7% | +19.9% | +35.0% |
| YTD | +92.7% | +28.7% | +63.9% | +81.1% |
| 1Y | +210.2% | +13.9% | +196.3% | +198.6% |
| 3Y | +231.8% | +232.2% | -0.3% | +138.4% |
| 5Y | +319.8% | +176.4% | +143.4% | +190.7% |
| All | +302.0% | +380.5% | -78.5% | +181.5% |
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