+184.4%
ROP vs WPM
+749.7%
-565.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +0.7% | -3.6% | +4.3% | +0.9% |
| 30D | +28.8% | +1.4% | +27.3% | +28.5% |
| 3M | +21.1% | -0.2% | +21.2% | +20.8% |
| 6M | +52.5% | -7.3% | +59.8% | +52.7% |
| YTD | +8.9% | +12.3% | -3.5% | +6.8% |
| 1Y | +8.2% | +24.9% | -16.7% | +5.2% |
| 3Y | -5.2% | +210.4% | -215.5% | -15.3% |
| 5Y | +1.7% | +210.4% | -208.6% | -10.1% |
| All | +184.4% | +749.7% | -565.3% | +147.6% |
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