+10.9%
WBD vs ROP
-22.2%
+33.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +34.3% | -17.2% | +51.5% | +39.6% |
| 7D | +34.3% | -17.2% | +51.5% | +39.6% |
| 30D | +34.3% | -17.2% | +51.5% | +39.6% |
| 3M | +34.3% | -17.2% | +51.5% | +39.6% |
| 6M | +34.3% | -17.2% | +51.5% | +39.6% |
| YTD | +34.3% | -17.2% | +51.5% | +39.6% |
| 1Y | +63.0% | -26.6% | +89.6% | +83.6% |
| 3Y | +206.7% | -24.1% | +230.9% | +238.7% |
| All | +10.9% | -22.2% | +33.1% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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