+298.2%
WBD vs ROP
+1,202.3%
-904.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.1% | +1.5% |
| 7D | -1.8% | -4.4% | +2.6% | +0.6% |
| 30D | +8.8% | +3.2% | +5.5% | +6.7% |
| 3M | +4.6% | +23.1% | -18.4% | -7.7% |
| 6M | +1.1% | +13.3% | -12.2% | -7.2% |
| YTD | -2.0% | -7.9% | +5.9% | 0.0% |
| 1Y | +140.0% | -22.1% | +162.1% | +167.6% |
| 3Y | +144.4% | -16.8% | +161.2% | +163.4% |
| 5Y | -0.2% | -13.5% | +13.3% | +4.3% |
| 10Y | +9.1% | +137.7% | -128.6% | -40.6% |
| All | +298.2% | +1,202.3% | -904.1% | -15.3% |
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 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