-15.0%
ROP vs WTW
+42.0%
-57.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -4.6% | -5.7% | +1.1% | -2.4% |
| 30D | -1.7% | -7.3% | +5.6% | +1.3% |
| 3M | +17.1% | +21.5% | -4.4% | +8.2% |
| 6M | +10.9% | +9.6% | +1.2% | +6.0% |
| YTD | -12.1% | -3.3% | -8.8% | -12.1% |
| 1Y | -24.2% | -6.1% | -18.1% | -23.5% |
| 3Y | -20.4% | +61.8% | -82.2% | -37.0% |
| All | -15.0% | +42.0% | -57.0% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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