+183.6%
ROP vs WAT
+232.2%
-48.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.2% | -5.2% | -2.4% |
| 7D | -1.6% | +6.0% | -7.7% | -3.6% |
| 30D | +29.5% | +9.9% | +19.6% | +25.3% |
| 3M | +17.5% | +17.2% | +0.4% | +11.1% |
| 6M | +38.1% | +34.2% | +3.8% | +24.2% |
| YTD | +7.0% | +25.5% | -18.5% | -2.6% |
| 1Y | +6.5% | +28.3% | -21.7% | -3.9% |
| 3Y | -5.5% | +88.4% | -93.8% | -30.1% |
| 5Y | -0.4% | +36.1% | -36.5% | -17.6% |
| 10Y | +183.6% | +234.8% | -51.2% | +52.2% |
| All | +183.6% | +232.2% | -48.6% | +52.2% |
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 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