+298.2%
WBD vs ROL
+1,688.8%
-1,390.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -1.8% | -1.4% | -0.4% | -1.4% |
| 30D | +8.8% | -4.1% | +12.9% | +10.2% |
| 3M | +4.6% | -22.5% | +27.1% | +13.2% |
| 6M | +1.1% | -37.7% | +38.7% | +17.2% |
| YTD | -2.0% | -39.6% | +37.6% | +14.4% |
| 1Y | +140.0% | -36.0% | +176.0% | +174.2% |
| 3Y | +144.4% | -5.1% | +149.5% | +141.9% |
| 5Y | -0.2% | -3.4% | +3.2% | -3.6% |
| 10Y | +9.1% | +215.2% | -206.1% | -37.3% |
| All | +298.2% | +1,688.8% | -1,390.6% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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