+129.7%
WMT vs ROIV
+316.9%
-187.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +18.8% | -19.8% | -1.3% |
| 7D | +0.1% | +20.2% | -20.0% | -0.2% |
| 30D | -5.0% | +14.1% | -19.1% | -5.2% |
| 3M | -11.3% | +45.6% | -56.9% | -11.9% |
| 6M | -13.8% | +44.1% | -57.9% | -14.4% |
| YTD | -4.2% | +91.2% | -95.4% | -5.5% |
| 1Y | +4.6% | +221.3% | -216.7% | +2.4% |
| 3Y | +100.5% | +229.2% | -128.7% | +95.7% |
| 5Y | +129.7% | +316.5% | -186.8% | +117.6% |
| All | +129.7% | +316.9% | -187.2% | +117.6% |
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 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