+3,844.0%
ROL vs WAB
+4,408.2%
-564.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +0.8% | +3.1% | -2.4% | -0.1% |
| 30D | +20.6% | +6.4% | +14.1% | +18.5% |
| 3M | +4.5% | +2.2% | +2.3% | +3.6% |
| 6M | -26.5% | +13.7% | -40.2% | -29.5% |
| YTD | -34.8% | +43.0% | -77.8% | -41.2% |
| 1Y | -33.2% | +47.0% | -80.1% | -40.2% |
| 3Y | +4.5% | +174.4% | -169.9% | -21.6% |
| 5Y | +15.5% | +222.2% | -206.6% | -17.8% |
| 10Y | +217.2% | +276.9% | -59.7% | +101.0% |
| All | +3,844.0% | +4,408.2% | -564.2% | +1,203.0% |
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