+3,849.3%
ROP vs WCC
+1,591.2%
+2,258.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | -0.1% |
| 7D | -2.9% | +3.3% | -6.3% | -3.9% |
| 30D | +30.1% | -9.4% | +39.5% | +31.7% |
| 3M | +19.9% | -10.5% | +30.4% | +21.1% |
| 6M | +46.0% | -10.4% | +56.4% | +45.6% |
| YTD | +8.4% | +34.4% | -26.1% | -3.4% |
| 1Y | +8.8% | +27.7% | -18.9% | -2.0% |
| 3Y | -5.6% | +137.9% | -143.6% | -30.9% |
| 5Y | +3.0% | +147.0% | -144.0% | -28.8% |
| 10Y | +184.0% | +442.5% | -258.5% | +43.6% |
| All | +3,849.3% | +1,591.2% | +2,258.1% | +1,126.2% |
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 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