+9,589.3%
ROP vs WWD
+14,113.5%
-4,524.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.4% | -6.3% | -4.0% |
| 7D | +2.1% | +4.2% | -2.0% | +0.7% |
| 30D | +32.9% | -2.1% | +35.1% | +33.0% |
| 3M | +20.3% | -13.2% | +33.5% | +24.6% |
| 6M | +36.8% | -16.9% | +53.6% | +42.3% |
| YTD | +8.1% | +5.2% | +2.9% | +2.8% |
| 1Y | +8.3% | +20.6% | -12.3% | -1.9% |
| 3Y | -3.2% | +146.3% | -149.6% | -32.1% |
| 5Y | +1.7% | +171.3% | -169.6% | -32.3% |
| 10Y | +199.2% | +471.3% | -272.1% | +44.4% |
| All | +9,589.3% | +14,113.5% | -4,524.3% | +2,520.7% |
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