+135.7%
ROP vs WEC
+141.2%
-5.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.0% |
| 7D | -6.1% | +0.4% | -6.5% | -6.3% |
| 30D | -3.4% | +0.9% | -4.3% | -3.8% |
| 3M | +16.7% | -5.3% | +22.0% | +18.9% |
| 6M | +8.1% | -6.6% | +14.6% | +10.3% |
| YTD | -11.7% | +3.3% | -14.9% | -13.4% |
| 1Y | -24.2% | +2.1% | -26.3% | -25.5% |
| 3Y | -19.0% | +39.6% | -58.5% | -30.2% |
| 5Y | -15.9% | +31.2% | -47.0% | -26.2% |
| 10Y | +135.7% | +148.4% | -12.7% | +79.6% |
| All | +135.7% | +141.2% | -5.5% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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