+16.0%
ROL vs WST
+1.0%
+15.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.3% | +2.4% |
| 7D | +3.0% | +4.2% | -1.2% | +2.4% |
| 30D | +19.8% | +11.2% | +8.6% | +18.1% |
| 3M | +7.9% | +20.4% | -12.5% | +5.3% |
| 6M | -25.6% | +37.9% | -63.5% | -28.7% |
| YTD | -34.1% | +51.8% | -85.9% | -37.8% |
| 1Y | -31.4% | +56.6% | -88.0% | -35.5% |
| 3Y | +4.7% | +24.2% | -19.5% | -1.9% |
| All | +16.0% | +1.0% | +15.0% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling