-15.3%
ROP vs WCC
+229.6%
-245.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.5% | -5.3% | -3.1% |
| 7D | -5.4% | +8.5% | -13.9% | -6.3% |
| 30D | -1.6% | -1.0% | -0.7% | -1.7% |
| 3M | +18.8% | +2.1% | +16.7% | +17.9% |
| 6M | +8.2% | +36.8% | -28.6% | +1.9% |
| YTD | -10.5% | +47.7% | -58.2% | -17.1% |
| 1Y | -23.7% | +66.5% | -90.3% | -31.1% |
| 3Y | -17.9% | +134.2% | -152.0% | -32.9% |
| 5Y | -15.3% | +231.6% | -247.0% | -38.5% |
| All | -15.3% | +229.6% | -245.0% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling