-36.0%
ROL vs WCC
+61.8%
-97.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.9% | -3.4% | +0.2% |
| 7D | -1.4% | +4.5% | -5.9% | -1.6% |
| 30D | -4.1% | -5.8% | +1.7% | -3.9% |
| 3M | -22.5% | -3.7% | -18.8% | -22.2% |
| 6M | -37.7% | +23.1% | -60.7% | -39.8% |
| YTD | -39.6% | +44.2% | -83.7% | -43.4% |
| 1Y | -36.0% | +62.1% | -98.1% | -41.6% |
| All | -36.0% | +61.8% | -97.8% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 1y: compounded portfolio wealth divided by compounded WCC 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…
1y analysis · Full analysis span regression · 6 months rolling