+214.7%
ROL vs WU
-35.7%
+250.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | +3.4% | +11.0% | -7.6% | +1.2% |
| 30D | +20.8% | +13.4% | +7.4% | +17.7% |
| 3M | +3.7% | +2.2% | +1.5% | +3.1% |
| 6M | -27.7% | -18.2% | -9.5% | -25.3% |
| YTD | -34.9% | -18.3% | -16.6% | -33.0% |
| 1Y | -33.3% | -12.2% | -21.1% | -32.4% |
| 3Y | +4.3% | -20.8% | +25.1% | +6.5% |
| 5Y | +15.0% | -42.6% | +57.5% | +24.9% |
| 10Y | +214.7% | -35.5% | +250.2% | +222.7% |
| All | +214.7% | -35.7% | +250.4% | +222.7% |
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