+5,059.8%
ROP vs WAT
+10,816.8%
-5,757.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.3% |
| 7D | -4.4% | -1.3% | -3.2% | -4.1% |
| 30D | +3.2% | +2.3% | +0.9% | +2.6% |
| 3M | +23.1% | +8.7% | +14.3% | +20.3% |
| 6M | +13.3% | +28.3% | -15.0% | +5.5% |
| YTD | -7.9% | +7.8% | -15.6% | -10.6% |
| 1Y | -22.1% | +36.6% | -58.7% | -29.0% |
| 3Y | -16.8% | +45.7% | -62.5% | -27.4% |
| 5Y | -13.5% | -3.3% | -10.2% | -17.4% |
| 10Y | +137.7% | +162.1% | -24.4% | +75.1% |
| All | +5,059.8% | +10,816.8% | -5,757.0% | +1,952.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling