+113.2%
WDC vs ROP
+10.4%
+102.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.9% | -10.7% | -3.5% |
| 7D | -18.3% | +11.7% | -30.0% | -9.9% |
| 30D | -26.7% | +35.5% | -62.1% | -5.0% |
| 3M | -40.9% | +25.6% | -66.6% | -28.3% |
| 6M | -26.8% | +39.3% | -66.0% | +0.4% |
| YTD | +88.2% | +11.6% | +76.5% | +142.0% |
| 1Y | +113.2% | +10.6% | +102.6% | +174.2% |
| All | +113.2% | +10.4% | +102.8% | +174.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling