+235.9%
ROIV vs WSM
+380.3%
-144.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +1.0% |
| 7D | +0.6% | -3.3% | +3.9% | +1.4% |
| 30D | +1.0% | -8.4% | +9.3% | +3.0% |
| 3M | +18.3% | +9.7% | +8.6% | +15.6% |
| 6M | +18.3% | +16.7% | +1.6% | +13.9% |
| YTD | +61.0% | +28.7% | +32.3% | +51.3% |
| 1Y | +177.9% | +13.7% | +164.2% | +167.6% |
| 3Y | +199.1% | +230.1% | -31.0% | +115.1% |
| 5Y | +250.7% | +179.0% | +71.7% | +142.9% |
| All | +235.9% | +380.3% | -144.5% | +135.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling