-24.2%
ROP vs WCC
+66.8%
-91.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.5% |
| 7D | -6.1% | +6.8% | -12.9% | -5.3% |
| 30D | -3.4% | -3.0% | -0.3% | -3.6% |
| 3M | +16.7% | +0.2% | +16.5% | +18.0% |
| 6M | +8.1% | +33.2% | -25.1% | +8.5% |
| YTD | -11.7% | +45.8% | -57.5% | -11.8% |
| 1Y | -24.2% | +68.4% | -92.6% | -25.3% |
| All | -24.2% | +66.8% | -91.1% | -25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling