-4.7%
ROL vs WEC
+34.9%
-39.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -3.0% |
| 7D | -3.4% | +0.8% | -4.2% | -3.8% |
| 30D | -6.9% | +0.3% | -7.3% | -7.1% |
| 3M | -24.6% | -2.9% | -21.7% | -23.8% |
| 6M | -39.5% | -5.9% | -33.6% | -38.1% |
| YTD | -41.1% | +4.1% | -45.3% | -42.4% |
| 1Y | -37.9% | +3.1% | -41.1% | -39.2% |
| 3Y | +0.8% | +40.8% | -40.0% | -13.4% |
| 5Y | -4.7% | +31.7% | -36.4% | -15.0% |
| All | -4.7% | +34.9% | -39.6% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling