+2,049.1%
ROP vs WTW
+1,139.1%
+910.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | 0.0% | -1.7% |
| 7D | -5.4% | -2.7% | -2.7% | -4.3% |
| 30D | -1.6% | -5.6% | +4.0% | +0.8% |
| 3M | +18.8% | +26.5% | -7.7% | +7.5% |
| 6M | +8.2% | +8.1% | +0.1% | +4.0% |
| YTD | -10.5% | -0.3% | -10.2% | -11.5% |
| 1Y | -23.7% | -0.9% | -22.9% | -24.6% |
| 3Y | -17.9% | +66.6% | -84.5% | -35.5% |
| 5Y | -15.3% | +54.0% | -69.3% | -32.2% |
| 10Y | +133.4% | +198.1% | -64.8% | +39.0% |
| All | +2,049.1% | +1,139.1% | +910.0% | +751.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling