+172.7%
WMT vs ROIV
+298.6%
-125.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | +0.1% |
| 7D | -2.7% | +9.5% | -12.2% | -2.9% |
| 30D | +11.1% | +21.0% | -9.9% | +10.8% |
| 3M | +11.2% | +18.7% | -7.5% | +10.8% |
| 6M | -1.3% | +44.5% | -45.8% | -2.0% |
| YTD | +13.5% | +92.9% | -79.3% | +11.9% |
| 1Y | +22.5% | +100.2% | -77.7% | +20.7% |
| 3Y | +134.1% | +375.0% | -240.9% | +127.8% |
| 5Y | +170.3% | +435.2% | -264.9% | +161.0% |
| All | +172.7% | +298.6% | -125.9% | +169.5% |
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