+129.7%
ROP vs GWW
+570.2%
-440.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | -4.6% | -3.4% | -1.2% | -3.4% |
| 30D | -1.7% | -1.9% | +0.2% | -1.0% |
| 3M | +17.1% | -2.4% | +19.5% | +17.8% |
| 6M | +10.9% | +15.7% | -4.9% | +4.1% |
| YTD | -12.1% | +27.6% | -39.7% | -20.9% |
| 1Y | -24.2% | +27.2% | -51.4% | -31.9% |
| 3Y | -20.4% | +89.7% | -110.0% | -39.7% |
| 5Y | -15.4% | +223.9% | -239.3% | -48.9% |
| All | +129.7% | +570.2% | -440.5% | +11.4% |
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