-34.1%
ROL vs WEC
+8.3%
-42.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +14.6% |
| 3M | +4.3% | +8.6% | -4.3% | +1.2% |
| 6M | -27.7% | +6.2% | -33.9% | -29.4% |
| YTD | -35.8% | +14.3% | -50.1% | -37.7% |
| 1Y | -34.1% | +8.4% | -42.5% | -35.5% |
| All | -34.1% | +8.3% | -42.4% | -35.5% |
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