+4.2%
WBD vs ROP
-16.4%
+20.6%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.1% |
| 7D | -1.7% | -6.1% | +4.4% | +1.3% |
| 30D | +3.9% | -3.4% | +7.2% | +5.4% |
| 3M | +5.1% | +16.7% | -11.6% | -4.1% |
| 6M | +0.6% | +8.1% | -7.5% | -4.7% |
| YTD | -3.2% | -11.7% | +8.5% | +3.6% |
| 1Y | +127.7% | -24.2% | +151.9% | +168.9% |
| 3Y | +146.6% | -19.0% | +165.5% | +179.5% |
| 5Y | +4.2% | -15.9% | +20.0% | +2.6% |
| All | +4.2% | -16.4% | +20.6% | +2.6% |
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