-31.1%
ROL vs WETO
-99.4%
+68.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.4% | +5.9% | +0.5% |
| 7D | -3.2% | -4.3% | +1.2% | -3.2% |
| 30D | -4.9% | -39.9% | +35.0% | -4.7% |
| 3M | -25.8% | -97.9% | +72.1% | -25.3% |
| 6M | -37.6% | -95.0% | +57.5% | -37.1% |
| YTD | -41.5% | -97.2% | +55.7% | -41.5% |
| 1Y | -39.5% | -98.9% | +59.4% | -40.0% |
| All | -31.1% | -99.4% | +68.3% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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