+9,030.3%
ROL vs WSM
+34,755.7%
-25,725.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.1% |
| 7D | -1.4% | -3.3% | +1.8% | -1.0% |
| 30D | -4.1% | -8.4% | +4.3% | -2.8% |
| 3M | -22.5% | +9.7% | -32.2% | -23.7% |
| 6M | -37.7% | +16.7% | -54.3% | -39.3% |
| YTD | -39.6% | +28.7% | -68.3% | -42.1% |
| 1Y | -36.0% | +13.7% | -49.7% | -37.7% |
| 3Y | -5.1% | +230.1% | -235.2% | -24.3% |
| 5Y | -3.4% | +179.0% | -182.3% | -22.9% |
| 10Y | +215.2% | +1,002.5% | -787.3% | +91.4% |
| All | +9,030.3% | +34,755.7% | -25,725.4% | +3,375.5% |
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 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