+0.8%
ROP vs WWD
+170.1%
-169.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.4% | -6.3% | -3.5% |
| 7D | +2.1% | +4.2% | -2.0% | +1.4% |
| 30D | +32.9% | -2.1% | +35.1% | +33.0% |
| 3M | +20.3% | -13.2% | +33.5% | +22.8% |
| 6M | +36.8% | -16.9% | +53.6% | +40.0% |
| YTD | +8.1% | +5.2% | +2.9% | +3.6% |
| 1Y | +8.3% | +20.6% | -12.3% | -0.3% |
| 3Y | -3.2% | +146.3% | -149.6% | -30.4% |
| All | +0.8% | +170.1% | -169.3% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling