+135.7%
ROP vs WWD
+479.8%
-344.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.2% |
| 7D | -6.1% | +0.6% | -6.8% | -6.3% |
| 30D | -3.4% | -5.1% | +1.7% | -2.1% |
| 3M | +16.7% | -11.2% | +27.9% | +19.7% |
| 6M | +8.1% | -12.0% | +20.1% | +10.2% |
| YTD | -11.7% | +12.0% | -23.7% | -16.9% |
| 1Y | -24.2% | +42.8% | -67.0% | -34.4% |
| 3Y | -19.0% | +168.9% | -187.9% | -44.4% |
| 5Y | -15.9% | +192.2% | -208.1% | -45.3% |
| 10Y | +135.7% | +495.3% | -359.6% | +11.6% |
| All | +135.7% | +479.8% | -344.1% | +11.6% |
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