+210.2%
ROIV vs WSM
+14.1%
+196.0%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +22.3% | +2.6% | +19.7% | +21.4% |
| 30D | +16.9% | -9.3% | +26.1% | +20.2% |
| 3M | +43.9% | +7.1% | +36.8% | +40.6% |
| 6M | +41.6% | +21.7% | +19.9% | +32.4% |
| YTD | +92.7% | +28.7% | +63.9% | +81.1% |
| 1Y | +210.2% | +13.9% | +196.3% | +198.4% |
| All | +210.2% | +14.1% | +196.0% | +198.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling