+184.4%
ROP vs WAT
+222.4%
-38.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.6% |
| 7D | +0.7% | +0.6% | +0.1% | +0.5% |
| 30D | +28.8% | +5.4% | +23.4% | +26.2% |
| 3M | +21.1% | +11.3% | +9.8% | +16.3% |
| 6M | +52.5% | +37.4% | +15.1% | +36.0% |
| YTD | +8.9% | +21.2% | -12.3% | +0.2% |
| 1Y | +8.2% | +21.3% | -13.1% | -0.5% |
| 3Y | -5.2% | +83.4% | -88.5% | -29.3% |
| 5Y | +1.7% | +29.0% | -27.3% | -14.1% |
| All | +184.4% | +222.4% | -38.1% | +54.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling