-22.1%
ROP vs WAT
+41.4%
-63.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.4% |
| 7D | -4.4% | -1.3% | -3.2% | -4.3% |
| 30D | +3.2% | +2.3% | +0.9% | +2.9% |
| 3M | +23.1% | +8.7% | +14.3% | +21.5% |
| 6M | +13.3% | +28.3% | -15.0% | +8.8% |
| YTD | -7.9% | +7.8% | -15.6% | -8.9% |
| 1Y | -22.1% | +36.6% | -58.7% | -25.2% |
| All | -22.1% | +41.4% | -63.5% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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