+286.0%
WMB vs ROIV
+270.3%
+15.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.2% | -6.4% | -0.5% |
| 7D | -13.8% | +5.3% | -19.2% | -14.0% |
| 30D | -10.3% | +11.9% | -22.2% | -10.7% |
| 3M | -10.1% | +10.7% | -20.8% | -10.4% |
| 6M | -11.8% | +34.9% | -46.8% | -12.7% |
| YTD | +8.9% | +79.2% | -70.2% | +6.8% |
| 1Y | +14.0% | +89.0% | -75.0% | +11.5% |
| 3Y | +100.5% | +337.3% | -236.8% | +91.2% |
| 5Y | +179.5% | +402.3% | -222.8% | +157.8% |
| All | +286.0% | +270.3% | +15.7% | +234.0% |
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