+1,309.1%
WDC vs ROL
+205.3%
+1,103.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.4% |
| 7D | +7.5% | -3.3% | +10.7% | +8.4% |
| 30D | +10.1% | -7.2% | +17.3% | +12.1% |
| 3M | -6.8% | -27.0% | +20.2% | +0.6% |
| 6M | +84.1% | -39.5% | +123.6% | +110.3% |
| YTD | +180.3% | -41.8% | +222.1% | +221.4% |
| 1Y | +411.1% | -38.9% | +450.0% | +471.8% |
| 3Y | +1,375.0% | -0.4% | +1,375.4% | +1,240.7% |
| 5Y | +991.6% | -4.2% | +995.8% | +873.3% |
| 10Y | +1,309.1% | +208.2% | +1,100.9% | +471.1% |
| All | +1,309.1% | +205.3% | +1,103.8% | +471.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling