+411.1%
WDC vs ROP
-24.5%
+435.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.4% | -0.1% |
| 7D | +7.5% | -6.1% | +13.6% | +1.9% |
| 30D | +10.1% | -3.4% | +13.4% | +7.6% |
| 3M | -6.8% | +16.7% | -23.5% | +7.2% |
| 6M | +84.1% | +8.1% | +76.1% | +105.9% |
| YTD | +180.3% | -11.7% | +191.9% | +192.0% |
| 1Y | +411.1% | -24.2% | +435.3% | +402.0% |
| All | +411.1% | -24.5% | +435.6% | +402.0% |
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