+0.8%
ROP vs WAT
+32.4%
-31.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.0% | -3.9% | -3.2% |
| 7D | +2.1% | -1.1% | +3.2% | +2.4% |
| 30D | +32.9% | +5.0% | +28.0% | +31.1% |
| 3M | +20.3% | +14.5% | +5.8% | +16.0% |
| 6M | +36.8% | +30.9% | +5.8% | +27.2% |
| YTD | +8.1% | +20.5% | -12.4% | +2.0% |
| 1Y | +8.3% | +23.3% | -15.0% | +1.4% |
| 3Y | -3.2% | +81.5% | -84.7% | -22.5% |
| All | +0.8% | +32.4% | -31.5% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling