-2.2%
ROL vs WAB
+229.2%
-231.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | -1.4% | -3.2% | +1.8% | -0.6% |
| 30D | -4.1% | -4.4% | +0.4% | -3.0% |
| 3M | -22.5% | +7.9% | -30.4% | -24.5% |
| 6M | -37.7% | +8.7% | -46.4% | -39.6% |
| YTD | -39.6% | +33.0% | -72.6% | -44.8% |
| 1Y | -36.0% | +46.7% | -82.7% | -43.2% |
| 3Y | -5.1% | +153.0% | -158.1% | -32.3% |
| All | -2.2% | +229.2% | -231.4% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling