+129.7%
ROP vs WSM
+1,058.9%
-929.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.2% |
| 7D | -8.0% | +0.4% | -8.4% | -8.1% |
| 30D | -2.7% | -10.7% | +8.0% | -0.9% |
| 3M | +16.6% | +8.5% | +8.1% | +14.7% |
| 6M | +10.4% | +19.6% | -9.3% | +6.4% |
| YTD | -12.1% | +26.6% | -38.7% | -16.3% |
| 1Y | -23.6% | +12.0% | -35.6% | -25.8% |
| 3Y | -19.3% | +226.6% | -246.0% | -39.1% |
| 5Y | -15.4% | +174.1% | -189.5% | -36.1% |
| All | +129.7% | +1,058.9% | -929.1% | +17.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling