+284.5%
ROIV vs WTW
+71.4%
+213.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -4.1% |
| 7D | +9.2% | -2.3% | +11.5% | +9.7% |
| 30D | +19.9% | +10.7% | +9.2% | +17.4% |
| 3M | +10.6% | -3.1% | +13.7% | +11.0% |
| 6M | +36.1% | +31.7% | +4.4% | +26.5% |
| YTD | +84.3% | +1.1% | +83.2% | +82.0% |
| 1Y | +87.6% | +4.1% | +83.5% | +83.4% |
| 3Y | +353.9% | +42.1% | +311.8% | +291.6% |
| 5Y | +376.1% | +52.2% | +323.8% | +281.7% |
| All | +284.5% | +71.4% | +213.1% | +205.8% |
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