+24,936.4%
ROP vs WSM
+39,939.4%
-15,002.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.1% | -5.7% | -3.9% |
| 7D | -4.4% | -3.3% | -1.2% | -3.9% |
| 30D | +3.2% | -8.4% | +11.6% | +4.8% |
| 3M | +23.1% | +9.7% | +13.4% | +20.8% |
| 6M | +13.3% | +16.7% | -3.4% | +9.7% |
| YTD | -7.9% | +28.7% | -36.5% | -12.6% |
| 1Y | -22.1% | +13.7% | -35.7% | -24.6% |
| 3Y | -16.8% | +230.1% | -246.9% | -36.2% |
| 5Y | -13.5% | +179.0% | -192.5% | -33.7% |
| 10Y | +137.7% | +1,002.5% | -864.8% | +32.8% |
| All | +24,936.4% | +39,939.4% | -15,002.9% | +7,416.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling