-17.9%
ROP vs GWW
+91.5%
-109.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.7% | -0.2% | -2.1% |
| 7D | -5.4% | -1.5% | -3.9% | -5.0% |
| 30D | -1.6% | +1.1% | -2.7% | -2.0% |
| 3M | +18.8% | -1.0% | +19.8% | +18.9% |
| 6M | +8.2% | +16.3% | -8.1% | +2.7% |
| YTD | -10.5% | +28.5% | -39.0% | -18.3% |
| 1Y | -23.7% | +30.3% | -54.0% | -30.9% |
| 3Y | -17.9% | +91.6% | -109.5% | -36.5% |
| All | -17.9% | +91.5% | -109.3% | -36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling