+235.9%
ROIV vs WTW
+73.9%
+162.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.7% | +2.0% |
| 7D | +0.6% | -2.6% | +3.3% | +1.2% |
| 30D | +1.0% | -1.0% | +1.9% | +1.1% |
| 3M | +18.3% | +29.9% | -11.6% | +10.8% |
| 6M | +18.3% | +10.7% | +7.6% | +15.0% |
| YTD | +61.0% | +2.6% | +58.4% | +58.8% |
| 1Y | +177.9% | +2.8% | +175.1% | +173.5% |
| 3Y | +199.1% | +67.3% | +131.8% | +142.5% |
| 5Y | +250.7% | +56.6% | +194.1% | +181.8% |
| All | +235.9% | +73.9% | +162.0% | +166.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling