+184.4%
ROP vs GWW
+658.3%
-473.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.8% |
| 7D | +0.7% | +3.6% | -2.8% | -0.6% |
| 30D | +28.8% | +12.1% | +16.7% | +23.3% |
| 3M | +21.1% | +12.9% | +8.2% | +15.5% |
| 6M | +52.5% | +19.3% | +33.2% | +42.1% |
| YTD | +8.9% | +48.7% | -39.8% | -7.6% |
| 1Y | +8.2% | +60.5% | -52.3% | -11.0% |
| 3Y | -5.2% | +93.3% | -98.4% | -28.5% |
| 5Y | +1.7% | +219.0% | -217.2% | -38.3% |
| All | +184.4% | +658.3% | -473.9% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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