+16.3%
ROL vs WCC
+141.7%
-125.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.1% | -6.0% | +1.4% |
| 7D | +7.5% | -5.7% | +13.2% | +7.9% |
| 30D | +21.1% | -13.5% | +34.6% | +22.4% |
| 3M | +3.1% | -12.9% | +16.0% | +4.0% |
| 6M | -27.4% | -10.7% | -16.8% | -27.3% |
| YTD | -34.7% | +30.0% | -64.7% | -37.7% |
| 1Y | -32.9% | +24.7% | -57.6% | -35.7% |
| 3Y | +6.1% | +136.6% | -130.4% | -10.2% |
| 5Y | +16.3% | +143.9% | -127.6% | -5.1% |
| All | +16.3% | +141.7% | -125.3% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling