+337.3%
ROIV vs WSM
+245.0%
+92.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.8% | +7.9% | +6.6% |
| 7D | +5.3% | +0.5% | +4.8% | +5.2% |
| 30D | +11.9% | +6.0% | +5.9% | +10.5% |
| 3M | +10.7% | +3.2% | +7.5% | +9.9% |
| 6M | +34.9% | +37.1% | -2.2% | +25.6% |
| YTD | +79.2% | +44.2% | +35.0% | +65.1% |
| 1Y | +89.0% | +34.2% | +54.8% | +76.4% |
| 3Y | +337.3% | +249.3% | +88.1% | +207.5% |
| All | +337.3% | +245.0% | +92.3% | +207.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling