+135.7%
ROP vs WU
-40.9%
+176.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -1.1% |
| 7D | -6.1% | -4.9% | -1.2% | -4.7% |
| 30D | -3.4% | -1.3% | -2.1% | -3.0% |
| 3M | +16.7% | -3.6% | +20.3% | +16.5% |
| 6M | +8.1% | -24.3% | +32.4% | +16.4% |
| YTD | -11.7% | -21.1% | +9.4% | -6.2% |
| 1Y | -24.2% | -10.3% | -13.9% | -23.3% |
| 3Y | -19.0% | -28.4% | +9.4% | -13.4% |
| 5Y | -15.9% | -51.2% | +35.3% | +1.6% |
| 10Y | +135.7% | -39.6% | +175.3% | +150.7% |
| All | +135.7% | -40.9% | +176.6% | +150.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling