-33.1%
ROL vs WEC
+7.6%
-40.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +16.7% |
| 3M | +3.1% | +9.8% | -6.6% | -0.2% |
| 6M | -27.4% | +6.7% | -34.2% | -29.2% |
| YTD | -34.7% | +14.0% | -48.7% | -36.7% |
| All | -33.1% | +7.6% | -40.7% | -34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling