+292.5%
ROIV vs WTW
+64.0%
+228.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +16.9% | -5.7% | +22.6% | +18.1% |
| 30D | +12.9% | -7.3% | +20.1% | +14.4% |
| 3M | +37.3% | +21.5% | +15.8% | +30.3% |
| 6M | +38.0% | +9.6% | +28.4% | +33.8% |
| YTD | +88.1% | -3.3% | +91.4% | +87.6% |
| 1Y | +183.3% | -6.1% | +189.4% | +185.0% |
| 3Y | +254.6% | +61.8% | +192.8% | +187.6% |
| 5Y | +309.8% | +42.7% | +267.2% | +233.3% |
| All | +292.5% | +64.0% | +228.5% | +215.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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