+216.0%
ROL vs WST
+441.1%
-225.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.5% |
| 7D | +9.5% | -3.1% | +12.6% | +10.2% |
| 30D | +22.9% | +9.1% | +13.8% | +20.6% |
| 3M | +3.5% | +14.7% | -11.1% | +0.4% |
| 6M | -29.4% | +28.0% | -57.4% | -33.2% |
| YTD | -36.1% | +45.6% | -81.7% | -41.4% |
| 1Y | -34.4% | +45.7% | -80.0% | -39.9% |
| 3Y | +4.0% | +21.1% | -17.1% | -7.0% |
| 5Y | +13.2% | +0.3% | +12.9% | +5.9% |
| All | +216.0% | +441.1% | -225.1% | +64.0% |
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