+5,153.4%
ROL vs WCC
+1,713.7%
+3,439.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.9% | -3.4% | -0.3% |
| 7D | -1.4% | +4.5% | -5.9% | -2.3% |
| 30D | -4.1% | -5.8% | +1.7% | -3.2% |
| 3M | -22.5% | -3.7% | -18.8% | -22.6% |
| 6M | -37.7% | +23.1% | -60.7% | -40.9% |
| YTD | -39.6% | +44.2% | -83.7% | -44.6% |
| 1Y | -36.0% | +62.1% | -98.1% | -42.8% |
| 3Y | -5.1% | +121.1% | -126.3% | -23.7% |
| 5Y | -3.4% | +214.0% | -217.3% | -30.3% |
| 10Y | +215.2% | +472.8% | -257.5% | +83.2% |
| All | +5,153.4% | +1,713.7% | +3,439.7% | +1,899.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling