+280.1%
ROIV vs WTW
+74.8%
+205.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.1% | -1.6% |
| 7D | +1.7% | +2.0% | -0.3% | +1.3% |
| 30D | +17.6% | +12.9% | +4.7% | +14.6% |
| 3M | +9.0% | +0.7% | +8.2% | +8.5% |
| 6M | +35.3% | +39.5% | -4.2% | +24.1% |
| YTD | +82.2% | +3.1% | +79.1% | +79.2% |
| 1Y | +92.3% | +4.8% | +87.5% | +88.1% |
| 3Y | +336.8% | +42.9% | +293.9% | +277.2% |
| 5Y | +370.6% | +55.3% | +315.3% | +275.8% |
| All | +280.1% | +74.8% | +205.3% | +201.0% |
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