+2.3%
ROP vs WU
-42.7%
+45.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.3% |
| 7D | +0.2% | +11.0% | -10.9% | -2.2% |
| 30D | +30.3% | +13.4% | +16.9% | +26.7% |
| 3M | +17.8% | +2.2% | +15.5% | +16.9% |
| 6M | +38.9% | -18.2% | +57.1% | +44.0% |
| YTD | +7.6% | -18.3% | +25.9% | +11.5% |
| 1Y | +6.5% | -12.2% | +18.7% | +8.5% |
| 3Y | -6.3% | -20.8% | +14.5% | -3.6% |
| All | +2.3% | -42.7% | +45.0% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling