+4,966.1%
ROL vs WAT
+12,612.0%
-7,645.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.2% | -2.1% | +1.2% |
| 7D | +7.5% | +6.0% | +1.5% | +6.1% |
| 30D | +21.1% | +9.9% | +11.2% | +18.6% |
| 3M | +3.1% | +17.2% | -14.0% | -0.7% |
| 6M | -27.4% | +34.2% | -61.7% | -32.5% |
| YTD | -34.7% | +25.5% | -60.2% | -38.9% |
| 1Y | -32.9% | +28.3% | -61.2% | -37.6% |
| 3Y | +6.1% | +88.4% | -82.2% | -11.9% |
| 5Y | +16.3% | +36.1% | -19.8% | +2.5% |
| 10Y | +214.9% | +234.8% | -19.9% | +122.3% |
| All | +4,966.1% | +12,612.0% | -7,645.9% | +2,192.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling