+212.7%
ROL vs WEC
+195.2%
+17.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -1.7% | -0.7% | -1.0% | -1.4% |
| 30D | +18.5% | +11.0% | +7.6% | +13.9% |
| 3M | +4.3% | +8.6% | -4.3% | +1.1% |
| 6M | -27.7% | +6.2% | -33.9% | -29.5% |
| YTD | -35.8% | +14.3% | -50.1% | -39.2% |
| 1Y | -34.1% | +8.4% | -42.5% | -36.3% |
| 3Y | +2.9% | +62.9% | -59.9% | -15.2% |
| 5Y | +12.7% | +55.8% | -43.1% | -6.0% |
| All | +212.7% | +195.2% | +17.5% | +125.8% |
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