+992.6%
WDC vs ROP
-14.2%
+1,006.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.9% | +5.0% | +2.6% |
| 7D | +6.0% | -5.4% | +11.4% | +6.8% |
| 30D | +9.9% | -1.6% | +11.6% | +10.0% |
| 3M | -9.4% | +18.8% | -28.2% | -15.1% |
| 6M | +94.7% | +8.2% | +86.5% | +88.4% |
| YTD | +177.4% | -10.5% | +187.8% | +193.9% |
| 1Y | +412.6% | -23.7% | +436.3% | +496.2% |
| 3Y | +1,359.8% | -17.9% | +1,377.6% | +1,507.2% |
| 5Y | +992.6% | -15.3% | +1,007.9% | +986.6% |
| All | +992.6% | -14.2% | +1,006.8% | +986.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling