+1,228.2%
WDC vs ROP
+135.7%
+1,092.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -4.0% | -4.2% |
| 7D | +4.4% | -8.0% | +12.4% | +8.5% |
| 30D | +5.3% | -2.7% | +8.0% | +6.0% |
| 3M | -5.9% | +16.6% | -22.5% | -16.8% |
| 6M | +73.2% | +10.4% | +62.9% | +56.4% |
| YTD | +167.8% | -12.1% | +179.9% | +175.2% |
| 1Y | +386.0% | -23.6% | +409.6% | +446.4% |
| 3Y | +1,309.7% | -19.3% | +1,329.0% | +1,409.9% |
| 5Y | +957.1% | -15.4% | +972.5% | +973.0% |
| All | +1,228.2% | +135.7% | +1,092.5% | +652.8% |
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