-22.1%
ROP vs WSM
+19.9%
-41.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.1% | -5.7% | -3.7% |
| 7D | -4.4% | -3.3% | -1.2% | -4.2% |
| 30D | +3.2% | -8.4% | +11.6% | +3.8% |
| 3M | +23.1% | +9.7% | +13.4% | +22.3% |
| 6M | +13.3% | +16.7% | -3.4% | +12.0% |
| YTD | -7.9% | +28.7% | -36.5% | -8.7% |
| 1Y | -22.1% | +13.7% | -35.7% | -23.3% |
| All | -22.1% | +19.9% | -41.9% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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