What weighting does the weighted average ROI use?

By default, weights are each holding’s net invested amount (invested + fees). This equals the portfolio’s aggregate ROI: (Σ returns − Σ invested)/Σ invested. The tool also shows a value-weighted average using net returned amounts.

How are fees and income handled?

Fees are added to invested (cost). Income (dividends/interest) is added to returned. ROI per holding is (Returned + Income − (Invested + Fees)) ÷ (Invested + Fees).

Can I annualize the result?

If your holdings span roughly the same dates, enter a common From and To date. The tool computes a portfolio-level CAGR as (Σ net returned ÷ Σ net invested)^(1/years) − 1.

Yes. Everything runs locally in your browser; no data is uploaded.

Portfolio Return (Weighted Average ROI)

Enter holdings and get portfolio ROI, invested-weighted & value-weighted averages, optional CAGR, and a quick contribution chart. 100% private.

Inputs

Common From date (optional)

Common To date (optional)

Tip: Fees increase invested; income increases returned.

Name / Ticker	Invested	Returned / Current	Fees	Income	ROI %	Weight (invested)	Gain/Loss

Results

Portfolio summary:

Returns:

ROI (aggregate): —
Weighted avg ROI (by invested): —
Weighted avg ROI (by value): —
Portfolio CAGR (if dates given): —

Contribution bars

Blue = invested, Green/Red = gain/loss (per holding)

📊 5 Fun Facts about Portfolio Returns

Weighted averages reveal biases

Invested-weight ROI equals the aggregate portfolio ROI, but value-weight ROI favors positions that grew big—so comparing the two shows whether current winners were also heavily funded.

Two lenses

Fees are stealthy gravity

A tiny 0.1% platform fee on a large fixed-income sleeve can offset the gains of a high-flying small-cap position. Costs move the whole weighted average more than most people expect.

Cost drag

Cash can be a villain or hero

Holding cash crushes ROI in a bull market, but it props up the portfolio in a drawdown. The same cash line item flips from “drag” to “buffer” depending on the market regime.

Cash effect

Income reshuffles leaders

A dull utility with steady dividends can outrank a flashy growth stock once you include income. Total return often rearranges which holdings are the true contributors.

Total return

CAGR demands a shared clock

Annualizing a portfolio only makes sense if the holdings span the same dates. Mixing a 3-month trade with a 5-year position gives a misleading CAGR mashup.

Time alignment

How this portfolio return tool works

Goal: turn many positions into one clear number. For each holding you provide: Invested (your cost) plus any Fees (brokerage, platform, stamp duty) gives net invested. Returned / Current plus any Income (dividends, interest, distributions) gives net returned. The holding’s ROI is (net returned − net invested) ÷ net invested. We then compute:

Portfolio ROI (aggregate): (Σ net returned − Σ net invested) ÷ Σ net invested. This equals the invested-weighted average of individual ROIs.
Weighted average ROI (by invested): average of holding ROIs using weights net invested ÷ Σ net invested (mathematically identical to aggregate ROI).
Weighted average ROI (by value): average of holding ROIs using weights net returned ÷ Σ net returned (a present-value perspective; not equal to aggregate ROI).
Portfolio CAGR (optional): if you enter a common From and To date, we annualize the aggregate result as (Σ net returned ÷ Σ net invested)^(1/years) − 1. This assumes holdings are broadly measured over the same period.

Informational only — not financial advice. Taxes beyond the fees/income you enter, FX effects, and cash drag are not included.