+0.8%
ROL vs WSM
+239.4%
-238.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | -3.4% | +2.6% | -6.0% | -3.6% |
| 30D | -6.9% | -9.5% | +2.6% | -6.5% |
| 3M | -24.6% | +12.9% | -37.5% | -25.1% |
| 6M | -39.5% | +23.0% | -62.6% | -40.2% |
| YTD | -41.1% | +28.9% | -70.0% | -41.8% |
| 1Y | -37.9% | +13.7% | -51.6% | -38.4% |
| 3Y | +0.8% | +232.6% | -231.8% | -6.9% |
| All | +0.8% | +239.4% | -238.6% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling