-0.4%
ROL vs GWW
+89.5%
-89.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | -3.3% | -0.5% | -2.8% | -3.1% |
| 30D | -7.2% | -1.4% | -5.8% | -6.8% |
| 3M | -27.0% | -3.6% | -23.3% | -26.4% |
| 6M | -39.5% | +15.1% | -54.6% | -42.3% |
| YTD | -41.8% | +27.5% | -69.3% | -45.7% |
| 1Y | -38.9% | +29.6% | -68.5% | -43.3% |
| All | -0.4% | +89.5% | -89.9% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling