-17.9%
ROP vs WCN
+19.6%
-37.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.8% | -2.4% |
| 7D | -5.4% | -0.4% | -5.0% | -5.2% |
| 30D | -1.6% | -2.1% | +0.5% | -0.6% |
| 3M | +18.8% | +6.4% | +12.5% | +15.9% |
| 6M | +8.2% | -3.7% | +11.9% | +10.1% |
| YTD | -10.5% | -6.4% | -4.1% | -7.9% |
| 1Y | -23.7% | -7.9% | -15.8% | -20.9% |
| 3Y | -17.9% | +20.8% | -38.7% | -21.5% |
| All | -17.9% | +19.6% | -37.5% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling