+214.9%
ROL vs WWD
+494.7%
-279.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.9% | -2.8% | +1.3% |
| 7D | +7.5% | +4.2% | +3.3% | +6.7% |
| 30D | +21.1% | -0.8% | +21.9% | +21.1% |
| 3M | +3.1% | -8.2% | +11.3% | +4.3% |
| 6M | -27.4% | -9.8% | -17.6% | -26.8% |
| YTD | -34.7% | +10.4% | -45.1% | -36.9% |
| 1Y | -32.9% | +25.5% | -58.4% | -36.8% |
| 3Y | +6.1% | +155.8% | -149.7% | -14.3% |
| 5Y | +16.3% | +187.3% | -171.0% | -9.7% |
| 10Y | +214.9% | +462.7% | -247.8% | +111.7% |
| All | +214.9% | +494.7% | -279.8% | +111.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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