+129.7%
ROP vs WPM
+545.0%
-415.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | -0.2% |
| 7D | -8.0% | -3.6% | -4.4% | -7.8% |
| 30D | -2.7% | +12.5% | -15.2% | -3.4% |
| 3M | +16.6% | +40.6% | -24.0% | +14.2% |
| 6M | +10.4% | +0.5% | +9.8% | +10.1% |
| YTD | -12.1% | +29.0% | -41.1% | -14.2% |
| 1Y | -23.6% | +43.8% | -67.4% | -26.3% |
| 3Y | -19.3% | +266.3% | -285.6% | -28.3% |
| 5Y | -15.4% | +255.1% | -270.5% | -25.3% |
| All | +129.7% | +545.0% | -415.2% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling