+660.4%
WDC vs ROL
+209.5%
+450.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -16.7% | +2.9% | -19.6% | -17.3% |
| 30D | -27.2% | +20.1% | -47.3% | -30.6% |
| 3M | -34.0% | +3.2% | -37.2% | -34.8% |
| 6M | -39.7% | -28.0% | -11.7% | -34.8% |
| YTD | +68.1% | -35.3% | +103.3% | +86.5% |
| 1Y | +66.3% | -33.6% | +100.0% | +82.9% |
| 3Y | +754.4% | +3.8% | +750.6% | +676.5% |
| 5Y | +595.8% | +14.4% | +581.4% | +487.6% |
| 10Y | +660.4% | +213.1% | +447.3% | +248.7% |
| All | +660.4% | +209.5% | +450.9% | +248.7% |
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 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