+138.9%
ROP vs WAT
+155.0%
-16.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.3% |
| 7D | -5.4% | -0.7% | -4.7% | -5.2% |
| 30D | -1.6% | -1.0% | -0.7% | -1.4% |
| 3M | +18.8% | +10.9% | +8.0% | +14.6% |
| 6M | +8.2% | +33.2% | -25.0% | -2.8% |
| YTD | -10.5% | +6.1% | -16.6% | -13.5% |
| 1Y | -23.7% | +30.2% | -54.0% | -31.8% |
| 3Y | -17.9% | +52.9% | -70.7% | -34.4% |
| 5Y | -15.3% | -5.1% | -10.2% | -19.0% |
| All | +138.9% | +155.0% | -16.1% | +39.9% |
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 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