-38.9%
ROL vs WPM
+47.7%
-86.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.2% | -1.2% |
| 7D | -3.3% | +3.9% | -7.2% | -3.4% |
| 30D | -7.2% | +17.7% | -24.9% | -7.7% |
| 3M | -27.0% | +39.4% | -66.4% | -27.7% |
| 6M | -39.5% | +6.4% | -45.9% | -39.3% |
| YTD | -41.8% | +34.0% | -75.8% | -42.2% |
| 1Y | -38.9% | +50.5% | -89.4% | -41.1% |
| All | -38.9% | +47.7% | -86.6% | -41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling