+22,960.5%
WDC vs ROP
+30,029.2%
-7,068.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.7% | +7.7% | +8.1% |
| 7D | -3.2% | -2.9% | -0.3% | -2.1% |
| 30D | -19.0% | +30.1% | -49.1% | -27.7% |
| 3M | -28.4% | +19.9% | -48.3% | -34.4% |
| 6M | -39.2% | +46.0% | -85.2% | -49.8% |
| YTD | +82.1% | +8.4% | +73.7% | +66.9% |
| 1Y | +84.7% | +8.8% | +75.8% | +68.8% |
| 3Y | +825.6% | -5.6% | +831.3% | +794.8% |
| 5Y | +608.2% | +3.0% | +605.2% | +559.2% |
| 10Y | +695.1% | +184.0% | +511.1% | +402.2% |
| All | +22,960.5% | +30,029.2% | -7,068.7% | +5,963.1% |
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