+6.5%
ROP vs WEC
+7.4%
-0.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +0.2% | +1.4% | -1.2% | +0.1% |
| 30D | +30.3% | +12.8% | +17.5% | +30.3% |
| 3M | +17.8% | +11.2% | +6.5% | +17.5% |
| 6M | +38.9% | +6.6% | +32.3% | +38.8% |
| YTD | +7.6% | +13.8% | -6.2% | +11.0% |
| 1Y | +6.5% | +7.6% | -1.1% | +9.3% |
| All | +6.5% | +7.4% | -0.9% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling