+24,936.4%
ROP vs WEC
+2,985.2%
+21,951.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.3% |
| 7D | -4.4% | -0.3% | -4.2% | -4.3% |
| 30D | +3.2% | -1.3% | +4.5% | +3.7% |
| 3M | +23.1% | -3.9% | +27.0% | +24.9% |
| 6M | +13.3% | -8.3% | +21.6% | +16.9% |
| YTD | -7.9% | +3.1% | -10.9% | -9.7% |
| 1Y | -22.1% | +1.9% | -24.0% | -23.4% |
| 3Y | -16.8% | +41.9% | -58.7% | -30.0% |
| 5Y | -13.5% | +30.8% | -44.3% | -25.3% |
| 10Y | +137.7% | +141.9% | -4.2% | +50.8% |
| All | +24,936.4% | +2,985.2% | +21,951.2% | +6,470.2% |
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