-4.2%
ROL vs WSM
+182.5%
-186.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.2% |
| 7D | -3.3% | +2.6% | -5.9% | -3.5% |
| 30D | -7.2% | -9.3% | +2.1% | -6.3% |
| 3M | -27.0% | +7.1% | -34.1% | -27.5% |
| 6M | -39.5% | +21.7% | -61.2% | -40.8% |
| YTD | -41.8% | +28.7% | -70.5% | -43.5% |
| 1Y | -38.9% | +13.9% | -52.7% | -39.9% |
| 3Y | -0.4% | +232.2% | -232.6% | -18.3% |
| 5Y | -4.2% | +176.4% | -180.6% | -20.0% |
| All | -4.2% | +182.5% | -186.7% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling