+318.3%
WMB vs ROIV
+280.9%
+37.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.2% | +0.9% |
| 7D | +8.1% | +9.2% | -1.1% | +7.8% |
| 30D | -6.9% | +19.9% | -26.8% | -7.4% |
| 3M | -5.1% | +10.6% | -15.7% | -5.5% |
| 6M | -5.7% | +36.1% | -41.8% | -6.7% |
| YTD | +18.1% | +84.3% | -66.2% | +15.7% |
| 1Y | +18.4% | +87.6% | -69.2% | +15.9% |
| 3Y | +122.7% | +353.9% | -231.2% | +112.1% |
| 5Y | +202.0% | +376.1% | -174.0% | +177.3% |
| All | +318.3% | +280.9% | +37.4% | +261.6% |
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