+11,931.6%
WDC vs ROL
+9,745.6%
+2,185.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.1% | +8.2% | +8.3% |
| 7D | -3.2% | +0.8% | -4.0% | -3.6% |
| 30D | -19.0% | +20.6% | -39.6% | -26.2% |
| 3M | -28.4% | +4.5% | -32.9% | -30.8% |
| 6M | -39.2% | -26.5% | -12.7% | -32.4% |
| YTD | +82.1% | -34.8% | +116.9% | +112.1% |
| 1Y | +84.7% | -33.2% | +117.8% | +112.2% |
| 3Y | +825.6% | +4.5% | +821.2% | +731.9% |
| 5Y | +608.2% | +15.5% | +592.6% | +483.5% |
| 10Y | +695.1% | +217.2% | +477.9% | +269.5% |
| All | +11,931.6% | +9,745.6% | +2,185.9% | +780.8% |
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 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