+8.2%
ROP vs WWD
+21.4%
-13.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.4% |
| 7D | +0.7% | +4.0% | -3.2% | +1.2% |
| 30D | +28.8% | +0.4% | +28.4% | +29.1% |
| 3M | +21.1% | -7.9% | +29.0% | +20.4% |
| 6M | +52.5% | -10.6% | +63.2% | +51.6% |
| YTD | +8.9% | +9.4% | -0.5% | +9.7% |
| 1Y | +8.2% | +25.7% | -17.5% | +7.0% |
| All | +8.2% | +21.4% | -13.1% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling