-4.7%
ROL vs WAT
-4.5%
-0.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -1.0% | -2.3% |
| 7D | -3.4% | -0.7% | -2.7% | -3.3% |
| 30D | -6.9% | -1.0% | -6.0% | -6.9% |
| 3M | -24.6% | +10.9% | -35.5% | -26.1% |
| 6M | -39.5% | +33.2% | -72.7% | -43.1% |
| YTD | -41.1% | +6.1% | -47.2% | -42.2% |
| 1Y | -37.9% | +30.2% | -68.2% | -41.7% |
| 3Y | +0.8% | +52.9% | -52.1% | -12.4% |
| 5Y | -4.7% | -5.1% | +0.5% | -5.1% |
| All | -4.7% | -4.5% | -0.2% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling