+4,358.7%
ROL vs WTW
+1,139.1%
+3,219.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -1.5% |
| 7D | -3.4% | -2.7% | -0.7% | -2.4% |
| 30D | -6.9% | -5.6% | -1.3% | -4.9% |
| 3M | -24.6% | +26.5% | -51.1% | -31.3% |
| 6M | -39.5% | +8.1% | -47.7% | -41.9% |
| YTD | -41.1% | -0.3% | -40.8% | -42.0% |
| 1Y | -37.9% | -0.9% | -37.1% | -38.8% |
| 3Y | +0.8% | +66.6% | -65.8% | -20.0% |
| 5Y | -4.7% | +54.0% | -58.6% | -22.9% |
| 10Y | +207.9% | +198.1% | +9.7% | +85.1% |
| All | +4,358.7% | +1,139.1% | +3,219.7% | +1,764.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling