+3,557.4%
ROL vs WAB
+4,092.2%
-534.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -24.4% |
| 6M | -37.7% | +8.7% | -46.4% | -39.5% |
| YTD | -39.6% | +33.0% | -72.6% | -44.3% |
| 1Y | -36.0% | +46.7% | -82.7% | -42.6% |
| 3Y | -5.1% | +153.0% | -158.1% | -27.2% |
| 5Y | -3.4% | +222.3% | -225.6% | -31.1% |
| 10Y | +215.2% | +291.0% | -75.7% | +97.6% |
| All | +3,557.4% | +4,092.2% | -534.8% | +1,133.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling