+336.3%
WBD vs ROP
+1,064.8%
-728.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +34.3% | -17.2% | +51.5% | +43.2% |
| 7D | +34.3% | -17.2% | +51.5% | +43.2% |
| 30D | +34.3% | -17.2% | +51.5% | +43.2% |
| 3M | +34.3% | -17.2% | +51.5% | +43.2% |
| 6M | +34.3% | -17.2% | +51.5% | +43.2% |
| YTD | +34.3% | -17.2% | +51.5% | +43.2% |
| 1Y | +63.0% | -26.6% | +89.6% | +85.4% |
| 3Y | +206.7% | -24.1% | +230.9% | +243.3% |
| 5Y | +18.4% | -16.0% | +34.3% | +24.0% |
| 10Y | +11.8% | +112.1% | -100.3% | -36.1% |
| All | +336.3% | +1,064.8% | -728.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling