+205.1%
ROL vs WPM
+545.0%
-339.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.7% | +0.4% |
| 7D | -3.2% | -3.6% | +0.4% | -2.9% |
| 30D | -6.6% | +12.5% | -19.1% | -7.7% |
| 3M | -27.3% | +40.6% | -67.9% | -29.8% |
| 6M | -38.1% | +0.5% | -38.6% | -38.4% |
| YTD | -41.8% | +29.0% | -70.8% | -43.7% |
| 1Y | -37.8% | +43.8% | -81.6% | -40.7% |
| 3Y | -0.3% | +266.3% | -266.6% | -13.8% |
| 5Y | -5.1% | +255.1% | -260.2% | -18.4% |
| All | +205.1% | +545.0% | -339.9% | +164.6% |
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