+184.4%
ROP vs WCN
+322.1%
-137.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.7% | +2.6% | -1.9% | -0.9% |
| 30D | +28.8% | +23.9% | +4.8% | +12.9% |
| 3M | +21.1% | +17.4% | +3.6% | +9.6% |
| 6M | +52.5% | +28.0% | +24.5% | +30.9% |
| YTD | +8.9% | +11.6% | -2.7% | +1.0% |
| 1Y | +8.2% | +16.9% | -8.6% | -2.6% |
| 3Y | -5.2% | +51.6% | -56.8% | -29.0% |
| 5Y | +1.7% | +48.0% | -46.3% | -24.1% |
| All | +184.4% | +322.1% | -137.7% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling