+24,936.4%
ROP vs WST
+11,543.0%
+13,393.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.3% |
| 7D | -4.4% | +0.7% | -5.2% | -4.6% |
| 30D | +3.2% | -3.1% | +6.4% | +4.2% |
| 3M | +23.1% | +7.2% | +15.8% | +20.3% |
| 6M | +13.3% | +36.8% | -23.5% | +2.7% |
| YTD | -7.9% | +23.8% | -31.7% | -14.3% |
| 1Y | -22.1% | +37.8% | -59.8% | -30.2% |
| 3Y | -16.8% | -15.9% | -0.9% | -20.3% |
| 5Y | -13.5% | -25.8% | +12.3% | -16.2% |
| 10Y | +137.7% | +319.6% | -181.9% | +23.1% |
| All | +24,936.4% | +11,543.0% | +13,393.4% | +6,245.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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