+4.0%
ROL vs WWD
+145.1%
-141.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.4% | -5.5% | -2.4% |
| 7D | +9.5% | +4.2% | +5.3% | +9.0% |
| 30D | +22.9% | -2.1% | +25.1% | +23.0% |
| 3M | +3.5% | -13.2% | +16.7% | +4.8% |
| 6M | -29.4% | -16.9% | -12.5% | -28.6% |
| YTD | -36.1% | +5.2% | -41.3% | -37.5% |
| 1Y | -34.4% | +20.6% | -54.9% | -37.2% |
| 3Y | +4.0% | +146.3% | -142.3% | -16.6% |
| All | +4.0% | +145.1% | -141.1% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling