+180.7%
ROP vs WWD
+460.9%
-280.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +0.2% | +0.4% | -0.2% | -0.1% |
| 30D | +30.3% | -0.4% | +30.7% | +29.8% |
| 3M | +17.8% | -6.1% | +23.9% | +19.0% |
| 6M | +38.9% | -9.5% | +48.4% | +40.5% |
| YTD | +7.6% | +10.8% | -3.2% | +1.0% |
| 1Y | +6.5% | +23.5% | -17.0% | -3.7% |
| 3Y | -6.3% | +151.3% | -157.5% | -34.5% |
| 5Y | +0.9% | +187.8% | -186.9% | -34.2% |
| 10Y | +180.7% | +461.1% | -280.4% | +40.2% |
| All | +180.7% | +460.9% | -280.2% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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