-24.2%
ROP vs WAT
+30.7%
-54.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -6.1% | -1.8% | -4.3% | -5.8% |
| 30D | -3.4% | -1.7% | -1.7% | -3.1% |
| 3M | +16.7% | +9.1% | +7.6% | +15.2% |
| 6M | +8.1% | +32.4% | -24.4% | +3.1% |
| YTD | -11.7% | +6.6% | -18.3% | -12.5% |
| 1Y | -24.2% | +34.7% | -58.9% | -27.1% |
| All | -24.2% | +30.7% | -54.9% | -27.1% |
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