+2,815.6%
ROP vs WCN
+6,839.3%
-4,023.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.2% |
| 7D | -4.4% | -0.6% | -3.8% | -4.2% |
| 30D | +3.2% | +0.4% | +2.8% | +3.1% |
| 3M | +23.1% | +7.3% | +15.7% | +20.4% |
| 6M | +13.3% | -2.5% | +15.8% | +14.0% |
| YTD | -7.9% | -5.4% | -2.5% | -6.5% |
| 1Y | -22.1% | -8.5% | -13.6% | -20.2% |
| 3Y | -16.8% | +20.8% | -37.6% | -21.9% |
| 5Y | -13.5% | +30.0% | -43.5% | -20.7% |
| 10Y | +137.7% | +238.4% | -100.7% | +68.7% |
| All | +2,815.6% | +6,839.3% | -4,023.7% | +1,064.4% |
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