+34,295.3%
WDC vs ROP
+25,523.2%
+8,772.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.6% | +9.4% | +7.3% |
| 7D | +1.7% | -4.4% | +6.2% | +3.4% |
| 30D | -10.0% | +3.2% | -13.2% | -11.5% |
| 3M | -18.8% | +23.1% | -41.8% | -27.2% |
| 6M | +79.0% | +13.3% | +65.7% | +64.5% |
| YTD | +171.6% | -7.9% | +179.4% | +168.2% |
| 1Y | +417.4% | -22.1% | +439.4% | +445.2% |
| 3Y | +1,251.8% | -16.8% | +1,268.6% | +1,287.3% |
| 5Y | +911.7% | -13.5% | +925.2% | +918.5% |
| 10Y | +1,399.6% | +137.7% | +1,262.0% | +925.7% |
| All | +34,295.3% | +25,523.2% | +8,772.1% | +9,642.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling