+208.2%
ROL vs WU
-40.9%
+249.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -3.3% | -4.9% | +1.7% | -2.3% |
| 30D | -7.2% | -1.3% | -5.9% | -7.1% |
| 3M | -27.0% | -3.6% | -23.4% | -27.0% |
| 6M | -39.5% | -24.3% | -15.2% | -36.6% |
| YTD | -41.8% | -21.1% | -20.7% | -39.6% |
| 1Y | -38.9% | -10.3% | -28.6% | -38.5% |
| 3Y | -0.4% | -28.4% | +28.0% | +3.6% |
| 5Y | -4.2% | -51.2% | +47.0% | +8.3% |
| 10Y | +208.2% | -39.6% | +247.8% | +220.0% |
| All | +208.2% | -40.9% | +249.1% | +220.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling