+24,936.4%
ROP vs GWW
+8,413.6%
+16,522.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -3.9% |
| 7D | -4.4% | +1.4% | -5.8% | -5.0% |
| 30D | +3.2% | +3.3% | 0.0% | +1.8% |
| 3M | +23.1% | +2.9% | +20.1% | +21.2% |
| 6M | +13.3% | +15.8% | -2.5% | +5.7% |
| YTD | -7.9% | +32.0% | -39.9% | -19.1% |
| 1Y | -22.1% | +29.9% | -52.0% | -31.2% |
| 3Y | -16.8% | +91.1% | -107.9% | -38.6% |
| 5Y | -13.5% | +223.9% | -237.5% | -50.0% |
| 10Y | +137.7% | +567.0% | -429.3% | -5.5% |
| All | +24,936.4% | +8,413.6% | +16,522.8% | +4,620.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling