+772.0%
WDC vs ROP
-5.7%
+777.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.0% | +10.9% | +9.6% |
| 7D | -14.4% | -1.6% | -12.8% | -14.6% |
| 30D | -27.1% | +29.5% | -56.6% | -23.2% |
| 3M | -33.3% | +17.5% | -50.8% | -30.9% |
| 6M | -39.6% | +38.1% | -77.7% | -36.9% |
| YTD | +68.4% | +7.0% | +61.4% | +92.5% |
| 1Y | +78.2% | +6.5% | +71.6% | +104.0% |
| 3Y | +772.0% | -5.5% | +777.5% | +939.6% |
| All | +772.0% | -5.7% | +777.7% | +939.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling