+291.1%
ROIV vs WU
-49.3%
+340.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.7% |
| 7D | +13.3% | +9.1% | +4.3% | +11.1% |
| 30D | +14.8% | +12.1% | +2.7% | +11.8% |
| 3M | +11.9% | +0.3% | +11.6% | +11.3% |
| 6M | +42.4% | -19.1% | +61.5% | +47.8% |
| YTD | +87.4% | -19.2% | +106.6% | +94.2% |
| 1Y | +97.2% | -15.3% | +112.5% | +101.9% |
| 3Y | +375.7% | -21.3% | +397.0% | +387.2% |
| 5Y | +379.0% | -41.7% | +420.7% | +399.1% |
| All | +291.1% | -49.3% | +340.3% | +307.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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