+9,562.4%
ROL vs WEC
+4,360.7%
+5,201.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.2% |
| 7D | +9.5% | -0.2% | +9.7% | +9.6% |
| 30D | +22.9% | +12.3% | +10.6% | +17.3% |
| 3M | +3.5% | +8.3% | -4.7% | +0.2% |
| 6M | -29.4% | +3.5% | -32.8% | -30.5% |
| YTD | -36.1% | +12.7% | -48.8% | -39.3% |
| 1Y | -34.4% | +8.2% | -42.5% | -36.7% |
| 3Y | +4.0% | +55.9% | -51.9% | -14.1% |
| 5Y | +13.2% | +51.2% | -38.0% | -6.1% |
| 10Y | +219.7% | +177.6% | +42.1% | +98.4% |
| All | +9,562.4% | +4,360.7% | +5,201.7% | +2,307.7% |
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