+273.8%
ROIV vs WWD
+183.3%
+90.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.4% | +2.8% | +5.3% |
| 7D | +5.3% | +4.2% | +1.2% | +4.1% |
| 30D | +11.9% | -2.1% | +14.0% | +12.3% |
| 3M | +10.7% | -13.2% | +23.9% | +14.5% |
| 6M | +34.9% | -16.9% | +51.8% | +40.6% |
| YTD | +79.2% | +5.2% | +73.9% | +74.9% |
| 1Y | +89.0% | +20.6% | +68.4% | +77.8% |
| 3Y | +337.3% | +146.3% | +191.0% | +238.0% |
| 5Y | +402.3% | +171.3% | +231.0% | +265.1% |
| All | +273.8% | +183.3% | +90.6% | +168.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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