+992.2%
WDC vs ROL
-2.9%
+995.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +2.2% |
| 7D | +6.0% | -3.4% | +9.4% | +6.1% |
| 30D | +9.9% | -6.9% | +16.8% | +10.2% |
| 3M | -9.4% | -24.6% | +15.2% | -8.3% |
| 6M | +94.7% | -39.5% | +134.2% | +102.5% |
| YTD | +177.3% | -41.1% | +218.4% | +187.9% |
| 1Y | +412.4% | -37.9% | +450.4% | +425.8% |
| 3Y | +1,359.3% | +0.8% | +1,358.5% | +1,235.7% |
| 5Y | +992.2% | -4.7% | +996.9% | +839.2% |
| All | +992.2% | -2.9% | +995.1% | +839.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling