+128.8%
WM vs ROIV
+276.5%
-147.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | -0.1% |
| 7D | +3.2% | +1.7% | +1.5% | +3.2% |
| 30D | +13.0% | +17.6% | -4.6% | +12.8% |
| 3M | +9.2% | +9.0% | +0.3% | +9.1% |
| 6M | +13.6% | +35.3% | -21.6% | +13.2% |
| YTD | +12.4% | +82.2% | -69.8% | +11.4% |
| 1Y | +21.2% | +92.3% | -71.0% | +20.0% |
| 3Y | +48.7% | +336.8% | -288.1% | +45.4% |
| 5Y | +61.9% | +370.6% | -308.7% | +55.1% |
| All | +128.8% | +276.5% | -147.6% | +123.5% |
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