-1.6%
ROL vs WST
-15.6%
+14.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -1.4% | +0.7% | -2.2% | -1.5% |
| 30D | -4.1% | -3.1% | -0.9% | -3.9% |
| 3M | -22.5% | +7.2% | -29.7% | -22.9% |
| 6M | -37.7% | +36.8% | -74.5% | -38.9% |
| YTD | -39.6% | +23.8% | -63.4% | -40.5% |
| 1Y | -36.0% | +37.8% | -73.8% | -37.4% |
| All | -1.6% | -15.6% | +14.0% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling