+324.1%
WM vs ROL
+218.2%
+105.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +0.8% | +0.8% | 0.0% | +0.5% |
| 30D | +13.8% | +20.6% | -6.8% | +6.0% |
| 3M | +6.4% | +4.5% | +1.9% | +4.3% |
| 6M | +13.2% | -26.5% | +39.7% | +26.4% |
| YTD | +10.8% | -34.8% | +45.6% | +28.9% |
| 1Y | +20.2% | -33.2% | +53.4% | +38.5% |
| 3Y | +46.5% | +4.5% | +42.0% | +41.8% |
| 5Y | +61.3% | +15.5% | +45.7% | +46.5% |
| All | +324.1% | +218.2% | +105.9% | +174.8% |
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 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