+3,258.7%
ROP vs WCC
+1,713.7%
+1,545.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.9% | -7.4% | -4.5% |
| 7D | -4.4% | +4.5% | -8.9% | -5.5% |
| 30D | +3.2% | -5.8% | +9.0% | +4.4% |
| 3M | +23.1% | -3.7% | +26.7% | +22.5% |
| 6M | +13.3% | +23.1% | -9.8% | +5.1% |
| YTD | -7.9% | +44.2% | -52.0% | -18.1% |
| 1Y | -22.1% | +62.1% | -84.1% | -33.2% |
| 3Y | -16.8% | +121.1% | -137.9% | -37.2% |
| 5Y | -13.5% | +214.0% | -227.5% | -43.1% |
| 10Y | +137.7% | +472.8% | -335.1% | +19.9% |
| All | +3,258.7% | +1,713.7% | +1,545.0% | +939.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling