-31.3%
ROP vs WETO
-99.4%
+68.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | 0.0% |
| 7D | -4.6% | -4.3% | -0.3% | -4.6% |
| 30D | -1.7% | -39.9% | +38.2% | -2.2% |
| 3M | +17.1% | -97.9% | +115.0% | +17.3% |
| 6M | +10.9% | -95.0% | +105.9% | +10.6% |
| YTD | -12.1% | -97.2% | +85.1% | -12.5% |
| 1Y | -24.2% | -98.9% | +74.7% | -25.3% |
| All | -31.3% | -99.4% | +68.1% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 3y: compounded portfolio wealth divided by compounded WETO 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…
3y analysis · Full analysis span regression · 6 months rolling