+184.4%
ROP vs WEC
+197.9%
-13.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | +0.7% | +2.3% | -1.6% | -0.2% |
| 30D | +28.8% | +11.1% | +17.7% | +24.0% |
| 3M | +21.1% | +8.4% | +12.6% | +17.5% |
| 6M | +52.5% | +7.5% | +45.0% | +48.2% |
| YTD | +8.9% | +15.3% | -6.5% | +2.5% |
| 1Y | +8.2% | +9.7% | -1.5% | +3.9% |
| 3Y | -5.2% | +64.7% | -69.8% | -23.3% |
| 5Y | +1.7% | +57.3% | -55.5% | -16.7% |
| All | +184.4% | +197.9% | -13.6% | +108.1% |
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