+205.1%
ROL vs WAT
+166.5%
+38.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.2% |
| 7D | -3.2% | -2.9% | -0.3% | -2.6% |
| 30D | -6.6% | -3.2% | -3.4% | -6.0% |
| 3M | -27.3% | +10.6% | -37.9% | -29.3% |
| 6M | -38.1% | +34.0% | -72.1% | -43.1% |
| YTD | -41.8% | +5.7% | -47.5% | -43.4% |
| 1Y | -37.8% | +37.1% | -74.9% | -43.7% |
| 3Y | -0.3% | +52.4% | -52.7% | -16.6% |
| 5Y | -5.1% | -4.4% | -0.7% | -9.2% |
| All | +205.1% | +166.5% | +38.6% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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