+135.7%
ROP vs WCC
+506.2%
-370.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.1% |
| 7D | -6.1% | +6.8% | -12.9% | -7.3% |
| 30D | -3.4% | -3.0% | -0.3% | -3.0% |
| 3M | +16.7% | +0.2% | +16.5% | +15.5% |
| 6M | +8.1% | +33.2% | -25.1% | -0.2% |
| YTD | -11.7% | +45.8% | -57.5% | -20.4% |
| 1Y | -24.2% | +68.4% | -92.6% | -34.2% |
| 3Y | -19.0% | +131.1% | -150.1% | -37.6% |
| 5Y | -15.9% | +225.6% | -241.5% | -43.3% |
| 10Y | +135.7% | +534.2% | -398.5% | +13.8% |
| All | +135.7% | +506.2% | -370.5% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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