+1.3%
ROP vs GWW
+224.0%
-222.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.4% |
| 7D | -2.7% | +3.7% | -6.4% | -4.0% |
| 30D | +29.7% | +13.6% | +16.1% | +23.6% |
| 3M | +21.2% | +15.4% | +5.9% | +14.8% |
| 6M | +48.3% | +21.8% | +26.5% | +37.2% |
| YTD | +8.4% | +50.0% | -41.7% | -8.4% |
| 1Y | +6.0% | +60.2% | -54.2% | -13.0% |
| 3Y | -5.6% | +94.4% | -100.0% | -30.0% |
| 5Y | +1.3% | +221.8% | -220.5% | -43.7% |
| All | +1.3% | +224.0% | -222.8% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling