+9,030.3%
ROL vs WST
+12,330.1%
-3,299.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | -1.4% | +0.7% | -2.2% | -1.7% |
| 30D | -4.1% | -3.1% | -0.9% | -3.2% |
| 3M | -22.5% | +7.2% | -29.7% | -24.3% |
| 6M | -37.7% | +36.8% | -74.5% | -43.8% |
| YTD | -39.6% | +23.8% | -63.4% | -44.1% |
| 1Y | -36.0% | +37.8% | -73.8% | -43.1% |
| 3Y | -5.1% | -15.9% | +10.8% | -9.4% |
| 5Y | -3.4% | -25.8% | +22.4% | -6.6% |
| 10Y | +215.2% | +319.6% | -104.3% | +53.3% |
| All | +9,030.3% | +12,330.1% | -3,299.8% | +1,617.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling