+9,850.6%
ROL vs WSM
+38,954.9%
-29,104.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.3% |
| 7D | +3.0% | 0.0% | +3.0% | +3.0% |
| 30D | +19.8% | +5.1% | +14.7% | +18.9% |
| 3M | +7.9% | +5.1% | +2.8% | +7.0% |
| 6M | -25.6% | +48.6% | -74.2% | -30.1% |
| YTD | -34.1% | +44.2% | -78.3% | -38.0% |
| 1Y | -31.4% | +38.1% | -69.5% | -35.0% |
| 3Y | +4.7% | +257.2% | -252.5% | -17.3% |
| 5Y | +15.6% | +165.1% | -149.5% | -6.9% |
| 10Y | +220.6% | +1,123.6% | -902.9% | +91.7% |
| All | +9,850.6% | +38,954.9% | -29,104.4% | +3,622.8% |
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