+0.8%
ROL vs WU
-27.2%
+28.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -2.3% |
| 7D | -3.4% | -0.8% | -2.6% | -3.4% |
| 30D | -6.9% | -1.1% | -5.8% | -6.9% |
| 3M | -24.6% | -1.8% | -22.8% | -24.6% |
| 6M | -39.5% | -23.9% | -15.6% | -38.1% |
| YTD | -41.1% | -20.4% | -20.7% | -40.0% |
| 1Y | -37.9% | -10.6% | -27.4% | -37.6% |
| 3Y | +0.8% | -27.7% | +28.5% | +1.9% |
| All | +0.8% | -27.2% | +28.0% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling