+328.7%
WM vs ROP
+189.6%
+139.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.6% |
| 7D | -0.5% | -1.6% | +1.2% | +0.2% |
| 30D | +13.3% | +29.5% | -16.2% | +1.3% |
| 3M | +4.4% | +17.5% | -13.2% | -3.0% |
| 6M | +10.8% | +38.1% | -27.2% | -4.4% |
| YTD | +9.1% | +7.0% | +2.1% | +4.6% |
| 1Y | +19.1% | +6.5% | +12.6% | +14.4% |
| 3Y | +45.7% | -5.5% | +51.1% | +45.7% |
| 5Y | +60.4% | -0.4% | +60.8% | +54.5% |
| 10Y | +328.7% | +183.6% | +145.1% | +172.3% |
| All | +328.7% | +189.6% | +139.1% | +172.3% |
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