+417.4%
WDC vs ROL
-35.4%
+452.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.4% | +5.4% | +6.1% |
| 7D | +1.7% | -1.4% | +3.2% | +0.9% |
| 30D | -10.0% | -4.1% | -5.9% | -12.0% |
| 3M | -18.8% | -22.5% | +3.8% | -28.1% |
| 6M | +79.0% | -37.7% | +116.7% | +45.0% |
| YTD | +171.6% | -39.6% | +211.1% | +119.5% |
| 1Y | +417.4% | -36.0% | +453.4% | +346.8% |
| All | +417.4% | -35.4% | +452.8% | +346.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling