+214.9%
ROL vs WEC
+178.6%
+36.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.7% |
| 7D | +7.5% | +0.2% | +7.3% | +7.4% |
| 30D | +21.1% | +12.9% | +8.2% | +15.7% |
| 3M | +3.1% | +9.8% | -6.6% | -0.5% |
| 6M | -27.4% | +6.7% | -34.2% | -29.3% |
| YTD | -34.7% | +14.0% | -48.7% | -38.1% |
| 1Y | -32.9% | +7.3% | -40.3% | -35.0% |
| 3Y | +6.1% | +63.8% | -57.6% | -12.7% |
| 5Y | +16.3% | +54.8% | -38.4% | -2.7% |
| 10Y | +214.9% | +185.7% | +29.2% | +127.0% |
| All | +214.9% | +178.6% | +36.2% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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