+306.4%
WM vs ROP
+140.4%
+166.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.3% | +0.3% |
| 7D | -0.3% | -4.4% | +4.1% | +1.6% |
| 30D | -2.4% | +3.2% | -5.6% | -3.8% |
| 3M | +0.4% | +23.1% | -22.6% | -8.6% |
| 6M | -9.5% | +13.3% | -22.8% | -14.9% |
| YTD | +0.5% | -7.9% | +8.4% | +3.0% |
| 1Y | -1.1% | -22.1% | +21.0% | +9.4% |
| 3Y | +46.0% | -16.8% | +62.8% | +54.4% |
| 5Y | +51.8% | -13.5% | +65.3% | +55.6% |
| All | +306.4% | +140.4% | +166.0% | +157.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling