+26,336.4%
WM vs ROL
+9,030.3%
+17,306.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.7% | -1.3% |
| 7D | -0.3% | -1.4% | +1.1% | +0.1% |
| 30D | -2.4% | -4.1% | +1.7% | -1.3% |
| 3M | +0.4% | -22.5% | +22.9% | +7.1% |
| 6M | -9.5% | -37.7% | +28.2% | +2.1% |
| YTD | +0.5% | -39.6% | +40.1% | +14.0% |
| 1Y | -1.1% | -36.0% | +34.9% | +10.5% |
| 3Y | +46.0% | -5.1% | +51.2% | +46.7% |
| 5Y | +51.8% | -3.4% | +55.2% | +50.0% |
| 10Y | +307.5% | +215.2% | +92.3% | +199.2% |
| All | +26,336.4% | +9,030.3% | +17,306.1% | +8,397.4% |
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