+2.2%
ROP vs WSM
+163.9%
-161.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.0% | +0.2% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | +28.8% | +5.1% | +23.7% | +27.9% |
| 3M | +21.1% | +5.1% | +15.9% | +20.2% |
| 6M | +52.5% | +48.6% | +3.9% | +44.2% |
| YTD | +8.9% | +44.2% | -35.3% | +3.1% |
| 1Y | +8.2% | +38.1% | -29.9% | +3.0% |
| 3Y | -5.2% | +257.2% | -262.4% | -26.0% |
| All | +2.2% | +163.9% | -161.8% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling