+29,271.4%
ROP vs WEC
+3,274.4%
+25,997.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.9% | -2.1% |
| 7D | +2.1% | -0.2% | +2.3% | +2.3% |
| 30D | +32.9% | +12.3% | +20.6% | +26.8% |
| 3M | +20.3% | +8.3% | +12.1% | +16.4% |
| 6M | +36.8% | +3.5% | +33.3% | +34.5% |
| YTD | +8.1% | +12.7% | -4.6% | +2.1% |
| 1Y | +8.3% | +8.2% | +0.1% | +4.0% |
| 3Y | -3.2% | +55.9% | -59.1% | -21.5% |
| 5Y | +1.7% | +51.2% | -49.5% | -17.2% |
| 10Y | +199.2% | +177.6% | +21.6% | +79.3% |
| All | +29,271.4% | +3,274.4% | +25,997.0% | +7,328.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling