+300.3%
WMB vs ROIV
+287.3%
+12.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.6% | -0.9% | +3.6% |
| 7D | -6.7% | +13.3% | -20.0% | -7.0% |
| 30D | -8.6% | +14.8% | -23.3% | -9.0% |
| 3M | -4.9% | +11.9% | -16.8% | -5.3% |
| 6M | -6.3% | +42.4% | -48.7% | -7.4% |
| YTD | +13.0% | +87.4% | -74.4% | +10.6% |
| 1Y | +14.9% | +97.2% | -82.3% | +12.3% |
| 3Y | +113.4% | +375.7% | -262.3% | +103.0% |
| 5Y | +190.2% | +379.0% | -188.9% | +166.3% |
| All | +300.3% | +287.3% | +12.9% | +245.9% |
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