-0.4%
ROL vs WCN
+19.5%
-19.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.5% |
| 7D | -3.3% | -1.7% | -1.5% | -2.3% |
| 30D | -7.2% | -3.0% | -4.2% | -5.6% |
| 3M | -27.0% | +2.5% | -29.5% | -28.2% |
| 6M | -39.5% | -5.7% | -33.8% | -37.6% |
| YTD | -41.8% | -7.4% | -34.3% | -39.3% |
| 1Y | -38.9% | -8.6% | -30.2% | -35.8% |
| All | -0.4% | +19.5% | -19.9% | -0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling