+3,946.4%
ROL vs WWD
+15,065.0%
-11,118.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.2% |
| 7D | +0.8% | +3.7% | -3.0% | -0.3% |
| 30D | +20.6% | +1.8% | +18.8% | +19.7% |
| 3M | +4.5% | -5.0% | +9.5% | +5.3% |
| 6M | -26.5% | -8.4% | -18.1% | -25.8% |
| YTD | -34.8% | +12.3% | -47.1% | -38.0% |
| 1Y | -33.2% | +26.2% | -59.4% | -38.4% |
| 3Y | +4.5% | +154.6% | -150.1% | -21.2% |
| 5Y | +15.5% | +195.3% | -179.7% | -17.7% |
| 10Y | +217.2% | +466.3% | -249.1% | +74.3% |
| All | +3,946.4% | +15,065.0% | -11,118.6% | +1,123.6% |
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 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