+182.1%
ROP vs WAB
+282.0%
-99.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.1% |
| 7D | +0.2% | +4.0% | -3.8% | -1.1% |
| 30D | +30.3% | +6.3% | +24.0% | +27.5% |
| 3M | +17.8% | +3.3% | +14.5% | +16.1% |
| 6M | +38.9% | +14.5% | +24.4% | +31.5% |
| YTD | +7.6% | +42.7% | -35.1% | -5.9% |
| 1Y | +6.5% | +45.2% | -38.7% | -7.5% |
| 3Y | -6.3% | +173.8% | -180.0% | -35.1% |
| 5Y | +0.9% | +223.8% | -222.9% | -34.8% |
| All | +182.1% | +282.0% | -99.9% | +53.3% |
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