+280.1%
ROIV vs WWD
+194.5%
+85.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -1.0% |
| 7D | +1.7% | +4.0% | -2.3% | +0.7% |
| 30D | +17.6% | +0.4% | +17.2% | +17.3% |
| 3M | +9.0% | -7.9% | +16.9% | +11.0% |
| 6M | +35.3% | -10.6% | +45.9% | +38.4% |
| YTD | +82.2% | +9.4% | +72.8% | +76.0% |
| 1Y | +92.3% | +25.7% | +66.5% | +78.9% |
| 3Y | +336.8% | +148.5% | +188.3% | +236.5% |
| 5Y | +370.6% | +189.5% | +181.1% | +238.4% |
| All | +280.1% | +194.5% | +85.6% | +170.6% |
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