+170.1%
WMT vs ROIV
+403.5%
-233.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.1% |
| 7D | +0.6% | +14.3% | -13.7% | +0.3% |
| 30D | +12.8% | +16.2% | -3.5% | +12.5% |
| 3M | +11.7% | +15.1% | -3.4% | +11.4% |
| 6M | -3.5% | +44.2% | -47.7% | -4.2% |
| YTD | +13.4% | +89.8% | -76.4% | +11.9% |
| 1Y | +23.6% | +94.6% | -71.0% | +21.9% |
| 3Y | +133.9% | +367.5% | -233.6% | +128.1% |
| 5Y | +170.1% | +421.4% | -251.3% | +159.5% |
| All | +170.1% | +403.5% | -233.4% | +159.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling