+4,862.8%
ROL vs WAT
+12,102.7%
-7,239.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.3% |
| 7D | +9.5% | -1.1% | +10.6% | +9.7% |
| 30D | +22.9% | +5.0% | +18.0% | +21.5% |
| 3M | +3.5% | +14.5% | -10.9% | +0.2% |
| 6M | -29.4% | +30.9% | -60.3% | -34.0% |
| YTD | -36.1% | +20.5% | -56.5% | -39.6% |
| 1Y | -34.4% | +23.3% | -57.6% | -38.3% |
| 3Y | +4.0% | +81.5% | -77.5% | -13.0% |
| 5Y | +13.2% | +33.4% | -20.2% | +0.1% |
| 10Y | +219.7% | +231.5% | -11.8% | +126.2% |
| All | +4,862.8% | +12,102.7% | -7,239.8% | +2,165.5% |
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