-15.9%
ROP vs GWW
+221.1%
-236.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.0% |
| 7D | -6.1% | -0.5% | -5.6% | -6.0% |
| 30D | -3.4% | -1.4% | -1.9% | -2.9% |
| 3M | +16.7% | -3.6% | +20.3% | +18.0% |
| 6M | +8.1% | +15.1% | -7.1% | +1.8% |
| YTD | -11.7% | +27.5% | -39.2% | -20.6% |
| 1Y | -24.2% | +29.6% | -53.8% | -32.5% |
| 3Y | -19.0% | +90.1% | -109.0% | -39.8% |
| 5Y | -15.9% | +222.6% | -238.5% | -51.8% |
| All | -15.9% | +221.1% | -236.9% | -51.8% |
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