+63.3%
WM vs ROL
+14.0%
+49.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.8% |
| 7D | +4.5% | +11.7% | -7.2% | +0.4% |
| 30D | +16.1% | +27.7% | -11.6% | +6.4% |
| 3M | +8.0% | +3.7% | +4.4% | +6.3% |
| 6M | +8.4% | -27.8% | +36.2% | +21.0% |
| YTD | +11.2% | -34.7% | +45.9% | +28.1% |
| 1Y | +22.3% | -34.1% | +56.4% | +40.4% |
| 3Y | +50.2% | +5.9% | +44.4% | +47.3% |
| 5Y | +63.3% | +15.6% | +47.6% | +53.5% |
| All | +63.3% | +14.0% | +49.3% | +53.5% |
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