+208.2%
ROL vs WAB
+282.7%
-74.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.9% |
| 7D | -3.3% | +0.2% | -3.5% | -3.3% |
| 30D | -7.2% | -4.6% | -2.7% | -6.4% |
| 3M | -27.0% | +5.6% | -32.6% | -28.1% |
| 6M | -39.5% | +13.8% | -53.3% | -41.5% |
| YTD | -41.8% | +31.9% | -73.7% | -45.4% |
| 1Y | -38.9% | +48.3% | -87.1% | -44.1% |
| 3Y | -0.4% | +167.1% | -167.5% | -20.6% |
| 5Y | -4.2% | +222.9% | -227.1% | -27.2% |
| 10Y | +208.2% | +289.9% | -81.7% | +112.1% |
| All | +208.2% | +282.7% | -74.5% | +112.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling