+212.7%
ROL vs WSM
+1,113.6%
-900.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | -0.9% |
| 7D | -1.7% | -3.2% | +1.5% | -1.3% |
| 30D | +18.5% | +4.6% | +13.9% | +17.8% |
| 3M | +4.3% | +2.4% | +1.9% | +4.0% |
| 6M | -27.7% | +43.7% | -71.4% | -31.2% |
| YTD | -35.8% | +42.1% | -77.9% | -39.0% |
| 1Y | -34.1% | +32.3% | -66.3% | -36.8% |
| 3Y | +2.9% | +253.0% | -250.1% | -17.7% |
| 5Y | +12.7% | +161.3% | -148.6% | -8.0% |
| All | +212.7% | +1,113.6% | -900.9% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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