+5,953.2%
ROP vs WAT
+12,102.7%
-6,149.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +27.1% |
| YTD | +8.1% | +20.5% | -12.4% | +1.7% |
| 1Y | +8.3% | +23.3% | -15.0% | +1.2% |
| 3Y | -3.2% | +81.5% | -84.7% | -20.2% |
| 5Y | +1.7% | +33.4% | -31.7% | -10.4% |
| 10Y | +199.2% | +231.5% | -32.3% | +108.4% |
| All | +5,953.2% | +12,102.7% | -6,149.5% | +2,235.9% |
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 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