-11.8%
ROP vs WEC
+31.0%
-42.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.3% |
| 7D | -4.4% | -0.3% | -4.2% | -4.4% |
| 30D | +3.2% | -1.3% | +4.5% | +3.6% |
| 3M | +23.1% | -3.9% | +27.0% | +24.5% |
| 6M | +13.3% | -8.3% | +21.6% | +16.1% |
| YTD | -7.9% | +3.1% | -10.9% | -9.5% |
| 1Y | -22.1% | +1.9% | -24.0% | -23.3% |
| 3Y | -16.8% | +41.9% | -58.7% | -28.3% |
| All | -11.8% | +31.0% | -42.8% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling