+45.7%
WM vs ROL
+5.5%
+40.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -1.9% | -0.7% |
| 7D | -0.5% | +7.5% | -8.0% | -3.3% |
| 30D | +13.3% | +21.1% | -7.8% | +5.0% |
| 3M | +4.4% | +3.1% | +1.2% | +2.9% |
| 6M | +10.8% | -27.4% | +38.3% | +26.0% |
| YTD | +9.1% | -34.7% | +43.8% | +28.7% |
| 1Y | +19.1% | -32.9% | +52.1% | +38.7% |
| 3Y | +45.7% | +6.1% | +39.5% | +38.6% |
| All | +45.7% | +5.5% | +40.2% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling