+122.1%
WM vs ROIV
+287.3%
-165.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.6% | -4.5% | +0.1% |
| 7D | -0.5% | +13.3% | -13.8% | -0.6% |
| 30D | +13.3% | +14.8% | -1.5% | +13.2% |
| 3M | +4.4% | +11.9% | -7.5% | +4.3% |
| 6M | +10.8% | +42.4% | -31.6% | +10.3% |
| YTD | +9.1% | +87.4% | -78.4% | +8.1% |
| 1Y | +19.1% | +97.2% | -78.1% | +17.9% |
| 3Y | +45.7% | +375.7% | -330.0% | +42.3% |
| 5Y | +60.4% | +379.0% | -318.6% | +53.6% |
| All | +122.1% | +287.3% | -165.3% | +116.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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