-14.7%
ROP vs WU
-51.0%
+36.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.3% | -2.3% |
| 7D | -5.4% | -0.8% | -4.6% | -5.3% |
| 30D | -1.6% | -1.1% | -0.5% | -1.4% |
| 3M | +18.8% | -1.8% | +20.7% | +18.3% |
| 6M | +8.2% | -23.9% | +32.1% | +13.9% |
| YTD | -10.5% | -20.4% | +9.9% | -6.7% |
| 1Y | -23.7% | -10.6% | -13.2% | -22.8% |
| 3Y | -17.9% | -27.7% | +9.9% | -13.9% |
| All | -14.7% | -51.0% | +36.3% | -4.7% |
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 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