+217.3%
ROL vs WCN
+318.3%
-100.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.4% | -0.2% |
| 7D | +0.8% | +0.4% | +0.3% | +0.5% |
| 30D | +20.6% | +25.3% | -4.7% | +4.9% |
| 3M | +4.5% | +15.4% | -11.0% | -4.5% |
| 6M | -26.5% | +27.8% | -54.4% | -37.1% |
| YTD | -34.8% | +10.6% | -45.4% | -39.2% |
| 1Y | -33.2% | +15.8% | -49.0% | -39.4% |
| 3Y | +4.5% | +50.3% | -45.8% | -19.6% |
| 5Y | +15.5% | +46.9% | -31.4% | -11.5% |
| All | +217.3% | +318.3% | -100.9% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling