-24.2%
ROP vs WPM
+47.7%
-71.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.3% |
| 7D | -6.1% | +3.9% | -10.0% | -5.9% |
| 30D | -3.4% | +17.7% | -21.0% | -2.2% |
| 3M | +16.7% | +39.4% | -22.7% | +20.4% |
| 6M | +8.1% | +6.4% | +1.6% | +9.8% |
| YTD | -11.7% | +34.0% | -45.7% | -9.2% |
| 1Y | -24.2% | +50.5% | -74.7% | -21.5% |
| All | -24.2% | +47.7% | -71.9% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling