-34.7%
ROL vs WST
+47.3%
-82.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.3% | +2.7% |
| 7D | +14.6% | +1.3% | +13.3% | +14.3% |
| 30D | +29.3% | +8.5% | +20.8% | +27.6% |
| 3M | +2.0% | +17.2% | -15.2% | -0.6% |
| 6M | -28.5% | +36.3% | -64.8% | -31.9% |
| YTD | -35.3% | +48.9% | -84.2% | -39.3% |
| 1Y | -34.7% | +42.9% | -77.6% | -38.4% |
| All | -34.7% | +47.3% | -82.0% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 1y: compounded portfolio wealth divided by compounded WST 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…
1y analysis · Full analysis span regression · 6 months rolling