-34.7%
ROL vs GWW
+55.5%
-90.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.5% | -3.8% | +0.2% |
| 7D | +14.6% | +11.1% | +3.5% | +10.0% |
| 30D | +29.3% | +15.7% | +13.5% | +22.3% |
| 3M | +2.0% | +14.8% | -12.8% | -3.2% |
| 6M | -28.5% | +30.9% | -59.5% | -36.8% |
| YTD | -35.3% | +48.5% | -83.8% | -44.0% |
| 1Y | -34.7% | +57.1% | -91.8% | -44.6% |
| All | -34.7% | +55.5% | -90.2% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling