+5,575.4%
ROL vs WCC
+1,535.5%
+4,039.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.1% | -6.0% | +0.6% |
| 7D | +7.5% | -5.7% | +13.2% | +8.3% |
| 30D | +21.1% | -13.5% | +34.6% | +23.6% |
| 3M | +3.1% | -12.9% | +16.0% | +4.8% |
| 6M | -27.4% | -10.7% | -16.8% | -27.2% |
| YTD | -34.7% | +30.0% | -64.7% | -39.5% |
| 1Y | -32.9% | +24.7% | -57.6% | -37.4% |
| 3Y | +6.1% | +136.6% | -130.4% | -16.4% |
| 5Y | +16.3% | +143.9% | -127.6% | -12.3% |
| 10Y | +214.9% | +465.9% | -251.1% | +81.9% |
| All | +5,575.4% | +1,535.5% | +4,039.8% | +2,083.5% |
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