-37.8%
ROL vs WU
-11.2%
-26.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | -3.2% | -5.0% | +1.7% | -3.0% |
| 30D | -6.6% | -2.3% | -4.4% | -6.5% |
| 3M | -27.3% | -3.2% | -24.1% | -26.8% |
| 6M | -38.1% | -25.0% | -13.0% | -37.3% |
| YTD | -41.8% | -21.7% | -20.1% | -40.9% |
| 1Y | -37.8% | -9.0% | -28.8% | -36.7% |
| All | -37.8% | -11.2% | -26.6% | -36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling