+8,159.2%
ROP vs WWD
+15,408.5%
-7,249.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.6% | -3.9% |
| 7D | -4.4% | +1.3% | -5.7% | -4.8% |
| 30D | +3.2% | -7.2% | +10.4% | +5.4% |
| 3M | +23.1% | -3.8% | +26.9% | +23.5% |
| 6M | +13.3% | -9.9% | +23.2% | +14.9% |
| YTD | -7.9% | +14.8% | -22.7% | -14.2% |
| 1Y | -22.1% | +42.1% | -64.1% | -32.7% |
| 3Y | -16.8% | +170.8% | -187.6% | -43.0% |
| 5Y | -13.5% | +197.5% | -211.0% | -43.8% |
| 10Y | +137.7% | +477.8% | -340.1% | +15.1% |
| All | +8,159.2% | +15,408.5% | -7,249.3% | +2,088.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling