+4,670.6%
ROL vs WCN
+8,080.5%
-3,409.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.5% | +2.6% |
| 7D | +3.0% | +2.6% | +0.4% | +2.1% |
| 30D | +19.8% | +23.9% | -4.2% | +11.7% |
| 3M | +7.9% | +17.4% | -9.5% | +2.4% |
| 6M | -25.6% | +28.0% | -53.7% | -31.4% |
| YTD | -34.1% | +11.6% | -45.7% | -36.6% |
| 1Y | -31.4% | +16.9% | -48.3% | -34.9% |
| 3Y | +4.7% | +51.6% | -46.9% | -8.3% |
| 5Y | +15.6% | +48.0% | -32.4% | +1.6% |
| 10Y | +220.6% | +322.6% | -102.0% | +109.2% |
| All | +4,670.6% | +8,080.5% | -3,409.9% | +1,751.5% |
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 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