-0.4%
ROL vs WTW
+61.8%
-62.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.1% |
| 7D | -3.2% | -7.8% | +4.6% | -1.2% |
| 30D | -6.6% | -7.9% | +1.3% | -4.7% |
| 3M | -27.3% | +19.9% | -47.3% | -30.8% |
| 6M | -38.1% | +9.8% | -47.9% | -40.0% |
| YTD | -41.8% | -3.3% | -38.4% | -41.7% |
| 1Y | -37.8% | -3.3% | -34.5% | -37.8% |
| All | -0.4% | +61.8% | -62.1% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling