+207.9%
ROL vs WST
+321.8%
-113.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.4% |
| 7D | -3.4% | -0.3% | -3.2% | -3.4% |
| 30D | -6.9% | -4.6% | -2.3% | -6.0% |
| 3M | -24.6% | +5.7% | -30.3% | -25.6% |
| 6M | -39.5% | +37.6% | -77.1% | -43.7% |
| YTD | -41.1% | +23.0% | -64.1% | -44.0% |
| 1Y | -37.9% | +33.8% | -71.8% | -42.3% |
| 3Y | +0.8% | -13.4% | +14.2% | -1.5% |
| 5Y | -4.7% | -27.0% | +22.3% | -2.3% |
| 10Y | +207.9% | +324.5% | -116.7% | +70.0% |
| All | +207.9% | +321.8% | -113.9% | +70.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling