+126.4%
WM vs ROIV
+248.8%
-122.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.2% | +5.4% | +1.2% |
| 7D | +4.5% | -2.4% | +6.9% | +4.5% |
| 30D | +16.1% | +3.1% | +13.0% | +16.0% |
| 3M | +8.0% | +5.8% | +2.2% | +7.9% |
| 6M | +8.4% | +29.3% | -20.9% | +8.0% |
| YTD | +11.2% | +68.8% | -57.5% | +10.3% |
| 1Y | +22.3% | +81.0% | -58.7% | +21.2% |
| 3Y | +50.2% | +294.6% | -244.4% | +47.0% |
| 5Y | +63.3% | +373.1% | -309.8% | +56.5% |
| All | +126.4% | +248.8% | -122.3% | +121.3% |
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