+184.0%
ROP vs WPM
+659.5%
-475.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +0.7% |
| 7D | -2.9% | +3.1% | -6.1% | -3.1% |
| 30D | +30.1% | -1.8% | +31.9% | +30.0% |
| 3M | +19.9% | +1.0% | +18.9% | +19.5% |
| 6M | +46.0% | -5.4% | +51.5% | +46.1% |
| YTD | +8.4% | +15.9% | -7.5% | +6.1% |
| 1Y | +8.8% | +30.8% | -22.0% | +5.4% |
| 3Y | -5.6% | +222.6% | -228.3% | -16.0% |
| 5Y | +3.0% | +227.4% | -224.4% | -9.2% |
| 10Y | +184.0% | +757.8% | -573.8% | +146.6% |
| All | +184.0% | +659.5% | -475.5% | +146.6% |
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