+302.4%
ROIV vs WWD
+202.2%
+100.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.3% |
| 7D | +9.5% | +3.7% | +5.7% | +8.5% |
| 30D | +21.0% | +1.8% | +19.2% | +20.2% |
| 3M | +18.7% | -5.0% | +23.7% | +19.9% |
| 6M | +44.5% | -8.4% | +52.9% | +46.8% |
| YTD | +92.9% | +12.3% | +80.6% | +85.1% |
| 1Y | +100.2% | +26.2% | +74.0% | +86.1% |
| 3Y | +375.0% | +154.6% | +220.4% | +263.6% |
| 5Y | +435.2% | +195.3% | +239.9% | +282.2% |
| All | +302.4% | +202.2% | +100.2% | +184.4% |
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