+132.5%
WMT vs ROIV
+232.7%
-100.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.2% |
| 7D | +3.9% | +0.6% | +3.3% | +3.9% |
| 30D | -4.4% | +1.0% | -5.4% | -4.4% |
| 3M | -8.8% | +18.3% | -27.1% | -9.1% |
| 6M | -15.6% | +18.3% | -34.0% | -16.0% |
| YTD | -3.2% | +61.0% | -64.2% | -4.3% |
| 1Y | +7.0% | +177.9% | -170.8% | +5.0% |
| 3Y | +105.3% | +199.1% | -93.8% | +100.6% |
| 5Y | +129.3% | +250.7% | -121.4% | +125.8% |
| All | +132.5% | +232.7% | -100.2% | +130.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling