+129.7%
WMT vs ROIV
+298.2%
-168.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | -0.2% | +22.3% | -22.6% | -0.6% |
| 30D | -5.8% | +16.9% | -22.7% | -6.1% |
| 3M | -10.8% | +43.9% | -54.7% | -11.4% |
| 6M | -14.3% | +41.6% | -55.9% | -15.0% |
| YTD | -4.4% | +92.7% | -97.1% | -5.7% |
| 1Y | +4.3% | +210.2% | -205.8% | +2.1% |
| 3Y | +100.1% | +231.8% | -131.8% | +94.9% |
| 5Y | +130.8% | +319.8% | -188.9% | +126.6% |
| All | +129.7% | +298.2% | -168.5% | +127.0% |
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