-4.7%
ROL vs WAB
+231.1%
-235.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.7% |
| 7D | -3.4% | +1.7% | -5.1% | -3.8% |
| 30D | -6.9% | -2.4% | -4.5% | -6.4% |
| 3M | -24.6% | +9.7% | -34.3% | -26.9% |
| 6M | -39.5% | +16.5% | -56.0% | -42.5% |
| YTD | -41.1% | +33.7% | -74.8% | -46.3% |
| 1Y | -37.9% | +49.7% | -87.6% | -45.3% |
| 3Y | +0.8% | +170.9% | -170.1% | -29.7% |
| 5Y | -4.7% | +228.0% | -232.7% | -39.4% |
| All | -4.7% | +231.1% | -235.7% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded WAB 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling