+3,652.4%
ROL vs WWD
+15,408.5%
-11,756.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.2% |
| 7D | -1.4% | +1.3% | -2.7% | -1.7% |
| 30D | -4.1% | -7.2% | +3.1% | -2.4% |
| 3M | -22.5% | -3.8% | -18.7% | -22.4% |
| 6M | -37.7% | -9.9% | -27.7% | -36.9% |
| YTD | -39.6% | +14.8% | -54.4% | -42.6% |
| 1Y | -36.0% | +42.1% | -78.1% | -42.7% |
| 3Y | -5.1% | +170.8% | -175.9% | -29.4% |
| 5Y | -3.4% | +197.5% | -200.9% | -31.1% |
| 10Y | +215.2% | +477.8% | -262.6% | +72.9% |
| All | +3,652.4% | +15,408.5% | -11,756.2% | +1,032.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling