+9,030.3%
ROL vs WEC
+3,978.4%
+5,051.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.7% |
| 7D | -1.4% | -0.3% | -1.2% | -1.3% |
| 30D | -4.1% | -1.3% | -2.8% | -3.6% |
| 3M | -22.5% | -3.9% | -18.6% | -21.4% |
| 6M | -37.7% | -8.3% | -29.3% | -35.6% |
| YTD | -39.6% | +3.1% | -42.6% | -40.6% |
| 1Y | -36.0% | +1.9% | -38.0% | -36.9% |
| 3Y | -5.1% | +41.9% | -47.1% | -18.7% |
| 5Y | -3.4% | +30.8% | -34.2% | -15.1% |
| 10Y | +215.2% | +141.9% | +73.3% | +106.7% |
| All | +9,030.3% | +3,978.4% | +5,051.9% | +2,258.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling