-15.9%
ROP vs WPM
+261.4%
-277.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.4% |
| 7D | -6.1% | +3.9% | -10.0% | -6.4% |
| 30D | -3.4% | +17.7% | -21.0% | -4.5% |
| 3M | +16.7% | +39.4% | -22.7% | +13.9% |
| 6M | +8.1% | +6.4% | +1.6% | +7.6% |
| YTD | -11.7% | +34.0% | -45.7% | -15.0% |
| 1Y | -24.2% | +50.5% | -74.7% | -28.5% |
| 3Y | -19.0% | +280.3% | -299.3% | -34.8% |
| 5Y | -15.9% | +266.3% | -282.2% | -34.2% |
| All | -15.9% | +261.4% | -277.2% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling