+336.8%
ROIV vs WTW
+44.7%
+292.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.1% | -1.2% |
| 7D | +1.7% | +2.0% | -0.3% | +1.6% |
| 30D | +17.6% | +12.9% | +4.7% | +17.4% |
| 3M | +9.0% | +0.7% | +8.2% | +8.8% |
| 6M | +35.3% | +39.5% | -4.2% | +32.5% |
| YTD | +82.2% | +3.1% | +79.1% | +83.2% |
| 1Y | +92.3% | +4.8% | +87.5% | +92.4% |
| 3Y | +336.8% | +42.9% | +293.9% | +304.6% |
| All | +336.8% | +44.7% | +292.1% | +304.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling