+184.4%
ROP vs WWD
+439.4%
-255.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.6% |
| 7D | +0.7% | +4.0% | -3.2% | -0.4% |
| 30D | +28.8% | +0.4% | +28.4% | +28.0% |
| 3M | +21.1% | -7.9% | +29.0% | +22.9% |
| 6M | +52.5% | -10.6% | +63.2% | +54.8% |
| YTD | +8.9% | +9.4% | -0.5% | +2.5% |
| 1Y | +8.2% | +25.7% | -17.5% | -2.8% |
| 3Y | -5.2% | +148.5% | -153.7% | -33.5% |
| 5Y | +1.7% | +189.5% | -187.8% | -33.9% |
| All | +184.4% | +439.4% | -255.0% | +43.0% |
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