-17.9%
ROP vs WSM
+239.4%
-257.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.0% | -2.9% |
| 7D | -5.4% | +2.6% | -8.0% | -5.6% |
| 30D | -1.6% | -9.5% | +7.9% | -0.8% |
| 3M | +18.8% | +12.9% | +6.0% | +17.5% |
| 6M | +8.2% | +23.0% | -14.8% | +6.1% |
| YTD | -10.5% | +28.9% | -39.4% | -12.6% |
| 1Y | -23.7% | +13.7% | -37.4% | -24.8% |
| 3Y | -17.9% | +232.6% | -250.5% | -26.9% |
| All | -17.9% | +239.4% | -257.3% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling