-5.6%
ROP vs GWW
+95.0%
-100.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.3% |
| 7D | -2.7% | +3.7% | -6.4% | -3.7% |
| 30D | +29.7% | +13.6% | +16.1% | +24.8% |
| 3M | +21.2% | +15.4% | +5.9% | +16.0% |
| 6M | +48.3% | +21.8% | +26.5% | +39.4% |
| YTD | +8.4% | +50.0% | -41.7% | -5.4% |
| 1Y | +6.0% | +60.2% | -54.2% | -9.9% |
| All | -5.6% | +95.0% | -100.5% | -24.1% |
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