-24.2%
ROP vs WAB
+47.7%
-71.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.5% |
| 7D | -6.1% | +0.2% | -6.4% | -6.1% |
| 30D | -3.4% | -4.6% | +1.2% | -3.9% |
| 3M | +16.7% | +5.6% | +11.0% | +17.4% |
| 6M | +8.1% | +13.8% | -5.7% | +8.3% |
| YTD | -11.7% | +31.9% | -43.5% | -14.1% |
| 1Y | -24.2% | +48.3% | -72.5% | -27.3% |
| All | -24.2% | +47.7% | -71.9% | -27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling