+9,602.3%
ROL vs WSM
+38,390.7%
-28,788.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | -0.8% |
| 7D | -1.7% | -3.2% | +1.5% | -1.2% |
| 30D | +18.5% | +4.6% | +13.9% | +17.7% |
| 3M | +4.3% | +2.4% | +1.9% | +3.9% |
| 6M | -27.7% | +43.7% | -71.4% | -31.7% |
| YTD | -35.8% | +42.1% | -77.9% | -39.4% |
| 1Y | -34.1% | +32.3% | -66.3% | -37.2% |
| 3Y | +2.9% | +253.0% | -250.1% | -18.5% |
| 5Y | +12.7% | +161.3% | -148.6% | -9.1% |
| 10Y | +212.6% | +1,105.9% | -893.3% | +87.3% |
| All | +9,602.3% | +38,390.7% | -28,788.4% | +3,537.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling