+4,166.3%
ROL vs WCN
+6,767.3%
-2,601.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.2% |
| 7D | -3.4% | -0.4% | -3.0% | -3.3% |
| 30D | -6.9% | -2.1% | -4.8% | -6.3% |
| 3M | -24.6% | +6.4% | -31.0% | -26.2% |
| 6M | -39.5% | -3.7% | -35.8% | -38.9% |
| YTD | -41.1% | -6.4% | -34.8% | -39.9% |
| 1Y | -37.9% | -7.9% | -30.0% | -36.3% |
| 3Y | +0.8% | +20.8% | -20.0% | -5.1% |
| 5Y | -4.7% | +29.0% | -33.7% | -12.2% |
| 10Y | +207.9% | +236.4% | -28.5% | +115.7% |
| All | +4,166.3% | +6,767.3% | -2,601.1% | +1,653.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling