+16.3%
ROL vs WPM
+266.6%
-250.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.6% | -3.5% | +1.5% |
| 7D | +7.5% | +20.8% | -13.3% | +5.3% |
| 30D | +21.1% | +3.8% | +17.3% | +20.4% |
| 3M | +3.1% | +7.4% | -4.3% | +1.8% |
| 6M | -27.4% | +4.0% | -31.4% | -28.2% |
| YTD | -34.7% | +23.0% | -57.7% | -37.7% |
| 1Y | -32.9% | +45.9% | -78.9% | -37.9% |
| 3Y | +6.1% | +242.9% | -236.8% | -16.7% |
| 5Y | +16.3% | +259.5% | -243.2% | -10.0% |
| All | +16.3% | +266.6% | -250.2% | -10.0% |
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