+217.2%
ROL vs WPM
+659.5%
-442.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +0.8% | +3.1% | -2.3% | +0.5% |
| 30D | +20.6% | -1.8% | +22.4% | +20.6% |
| 3M | +4.5% | +1.0% | +3.5% | +4.0% |
| 6M | -26.5% | -5.4% | -21.1% | -26.6% |
| YTD | -34.8% | +15.9% | -50.7% | -36.6% |
| 1Y | -33.2% | +30.8% | -64.0% | -35.9% |
| 3Y | +4.5% | +222.6% | -218.2% | -9.2% |
| 5Y | +15.5% | +227.4% | -211.8% | -0.6% |
| 10Y | +217.2% | +757.8% | -540.6% | +170.9% |
| All | +217.2% | +659.5% | -442.2% | +170.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling