+135.7%
ROP vs WAB
+282.7%
-147.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.9% |
| 7D | -6.1% | +0.2% | -6.4% | -6.2% |
| 30D | -3.4% | -4.6% | +1.2% | -2.0% |
| 3M | +16.7% | +5.6% | +11.0% | +13.8% |
| 6M | +8.1% | +13.8% | -5.7% | +2.3% |
| YTD | -11.7% | +31.9% | -43.5% | -20.7% |
| 1Y | -24.2% | +48.3% | -72.5% | -34.7% |
| 3Y | -19.0% | +167.1% | -186.1% | -43.5% |
| 5Y | -15.9% | +222.9% | -238.7% | -45.6% |
| 10Y | +135.7% | +289.9% | -154.2% | +25.0% |
| All | +135.7% | +282.7% | -147.0% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling