+21.8%
WM vs ROL
-34.6%
+56.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.0% | +2.1% |
| 7D | +1.2% | -1.7% | +2.9% | +1.7% |
| 30D | +15.2% | +18.5% | -3.3% | +9.2% |
| 3M | +8.3% | +4.3% | +4.0% | +6.6% |
| 6M | +13.1% | -27.7% | +40.9% | +24.7% |
| YTD | +12.5% | -35.8% | +48.3% | +25.7% |
| 1Y | +21.8% | -34.1% | +55.9% | +34.3% |
| All | +21.8% | -34.6% | +56.4% | +34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling