-3.1%
ROL vs WCN
+28.6%
-31.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -1.9% |
| 7D | -3.4% | -0.4% | -3.0% | -3.2% |
| 30D | -6.9% | -2.1% | -4.8% | -5.8% |
| 3M | -24.6% | +6.4% | -31.0% | -27.5% |
| 6M | -39.5% | -3.7% | -35.8% | -38.5% |
| YTD | -41.1% | -6.4% | -34.8% | -39.0% |
| 1Y | -37.9% | -7.9% | -30.0% | -35.1% |
| 3Y | +0.8% | +20.8% | -20.0% | -9.4% |
| All | -3.1% | +28.6% | -31.6% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling