+642.9%
WDC vs ROP
+185.2%
+457.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.4% | -5.4% | -5.2% |
| 7D | +12.1% | +0.7% | +11.4% | +11.7% |
| 30D | -18.8% | +28.8% | -47.6% | -28.9% |
| 3M | -39.3% | +21.1% | -60.4% | -45.6% |
| 6M | -40.1% | +52.5% | -92.7% | -54.6% |
| YTD | +71.8% | +8.9% | +62.9% | +57.6% |
| 1Y | +88.5% | +8.2% | +80.2% | +73.3% |
| 3Y | +770.0% | -5.2% | +775.2% | +764.5% |
| 5Y | +549.0% | +1.7% | +547.3% | +503.0% |
| All | +642.9% | +185.2% | +457.7% | +250.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling