-15.3%
ROP vs WAB
+231.1%
-246.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.4% | -3.0% |
| 7D | -5.4% | +1.7% | -7.1% | -5.9% |
| 30D | -1.6% | -2.4% | +0.8% | -1.0% |
| 3M | +18.8% | +9.7% | +9.2% | +14.6% |
| 6M | +8.2% | +16.5% | -8.3% | +1.4% |
| YTD | -10.5% | +33.7% | -44.2% | -20.6% |
| 1Y | -23.7% | +49.7% | -73.4% | -35.5% |
| 3Y | -17.9% | +170.9% | -188.8% | -46.3% |
| 5Y | -15.3% | +228.0% | -243.4% | -49.6% |
| All | -15.3% | +231.1% | -246.4% | -49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling