-6.3%
ROP vs WAB
+175.0%
-181.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.3% |
| 7D | +0.2% | +4.0% | -3.8% | -0.4% |
| 30D | +30.3% | +6.3% | +24.0% | +28.9% |
| 3M | +17.8% | +3.3% | +14.5% | +17.0% |
| 6M | +38.9% | +14.5% | +24.4% | +34.5% |
| YTD | +7.6% | +42.7% | -35.1% | -3.7% |
| 1Y | +6.5% | +45.2% | -38.7% | -5.4% |
| 3Y | -6.3% | +173.8% | -180.0% | -35.3% |
| All | -6.3% | +175.0% | -181.3% | -35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling