+59.3%
WM vs ROIV
+413.6%
-354.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.3% |
| 7D | +1.2% | +14.3% | -13.1% | +1.0% |
| 30D | +13.7% | +16.2% | -2.6% | +13.5% |
| 3M | +5.2% | +15.1% | -9.9% | +5.0% |
| 6M | +11.2% | +44.2% | -33.0% | +10.6% |
| YTD | +9.4% | +89.8% | -80.4% | +8.2% |
| 1Y | +20.4% | +94.6% | -74.2% | +19.0% |
| 3Y | +44.7% | +367.5% | -322.9% | +40.7% |
| All | +59.3% | +413.6% | -354.3% | +51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling