+3,328.3%
ROP vs WCN
+8,007.2%
-4,678.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -2.9% | +0.4% | -3.4% | -3.1% |
| 30D | +30.1% | +25.3% | +4.7% | +21.4% |
| 3M | +19.9% | +15.4% | +4.4% | +14.7% |
| 6M | +46.0% | +27.8% | +18.2% | +35.4% |
| YTD | +8.4% | +10.6% | -2.2% | +4.8% |
| 1Y | +8.8% | +15.8% | -7.0% | +3.8% |
| 3Y | -5.6% | +50.3% | -55.9% | -17.0% |
| 5Y | +3.0% | +46.9% | -43.9% | -9.0% |
| 10Y | +184.0% | +318.8% | -134.8% | +89.4% |
| All | +3,328.3% | +8,007.2% | -4,678.9% | +1,205.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling