-4.7%
ROL vs WPM
+261.1%
-265.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | -3.4% | +7.0% | -10.5% | -4.2% |
| 30D | -6.9% | +15.7% | -22.7% | -8.8% |
| 3M | -24.6% | +35.2% | -59.8% | -27.7% |
| 6M | -39.5% | +6.1% | -45.6% | -40.3% |
| YTD | -41.1% | +32.6% | -73.7% | -44.1% |
| 1Y | -37.9% | +46.9% | -84.8% | -42.4% |
| 3Y | +0.8% | +276.3% | -275.5% | -21.6% |
| 5Y | -4.7% | +260.0% | -264.7% | -29.1% |
| All | -4.7% | +261.1% | -265.8% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling