+29,197.7%
ROP vs WST
+13,592.3%
+15,605.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.8% | -3.5% |
| 7D | +2.1% | -3.1% | +5.2% | +3.0% |
| 30D | +32.9% | +9.1% | +23.8% | +29.6% |
| 3M | +20.0% | +14.7% | +5.3% | +15.2% |
| 6M | +36.4% | +28.0% | +8.4% | +26.5% |
| YTD | +7.8% | +45.6% | -37.8% | -4.3% |
| 1Y | +8.0% | +45.7% | -37.7% | -4.4% |
| 3Y | -3.5% | +21.1% | -24.6% | -17.5% |
| 5Y | +1.5% | +0.3% | +1.1% | -10.4% |
| 10Y | +198.5% | +449.0% | -250.6% | +42.6% |
| All | +29,197.7% | +13,592.3% | +15,605.4% | +6,979.6% |
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