+9,763.6%
ROL vs WEC
+4,410.0%
+5,353.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.6% |
| 7D | +7.5% | +0.2% | +7.3% | +7.4% |
| 30D | +21.1% | +12.9% | +8.2% | +15.4% |
| 3M | +3.1% | +9.8% | -6.6% | -0.7% |
| 6M | -27.4% | +6.7% | -34.2% | -29.4% |
| YTD | -34.7% | +14.0% | -48.7% | -38.3% |
| 1Y | -32.9% | +7.3% | -40.3% | -35.1% |
| 3Y | +6.1% | +63.8% | -57.6% | -14.0% |
| 5Y | +16.3% | +54.8% | -38.4% | -4.4% |
| 10Y | +214.9% | +185.7% | +29.2% | +93.3% |
| All | +9,763.6% | +4,410.0% | +5,353.6% | +2,347.0% |
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 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