-36.0%
ROL vs WTW
+3.0%
-39.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.6% | +0.8% |
| 7D | -1.4% | -2.6% | +1.2% | -1.0% |
| 30D | -4.1% | -1.0% | -3.1% | -3.9% |
| 3M | -22.5% | +29.9% | -52.4% | -25.6% |
| 6M | -37.7% | +10.7% | -48.4% | -39.3% |
| YTD | -39.6% | +2.6% | -42.2% | -40.3% |
| 1Y | -36.0% | +2.8% | -38.8% | -37.2% |
| All | -36.0% | +3.0% | -39.0% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1y: compounded portfolio wealth divided by compounded WTW 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…
1y analysis · Full analysis span regression · 6 months rolling