-17.9%
ROP vs WCC
+137.6%
-155.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.5% | -5.3% | -3.0% |
| 7D | -5.4% | +8.5% | -13.9% | -5.9% |
| 30D | -1.6% | -1.0% | -0.7% | -1.6% |
| 3M | +18.8% | +2.1% | +16.7% | +18.5% |
| 6M | +8.2% | +36.8% | -28.6% | +3.3% |
| YTD | -10.5% | +47.7% | -58.2% | -15.7% |
| 1Y | -23.7% | +66.5% | -90.3% | -29.8% |
| 3Y | -17.9% | +134.2% | -152.0% | -31.2% |
| All | -17.9% | +137.6% | -155.5% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling