+135.7%
ROP vs WAT
+156.2%
-20.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.5% |
| 7D | -6.1% | -1.8% | -4.3% | -5.5% |
| 30D | -3.4% | -1.7% | -1.7% | -2.8% |
| 3M | +16.7% | +9.1% | +7.6% | +13.2% |
| 6M | +8.1% | +32.4% | -24.4% | -2.7% |
| YTD | -11.7% | +6.6% | -18.3% | -14.8% |
| 1Y | -24.2% | +34.7% | -58.9% | -33.0% |
| 3Y | -19.0% | +53.6% | -72.5% | -35.4% |
| 5Y | -15.9% | -4.1% | -11.8% | -19.9% |
| 10Y | +135.7% | +167.9% | -32.2% | +37.9% |
| All | +135.7% | +156.2% | -20.5% | +37.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling