+48.7%
WM vs ROP
-5.1%
+53.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.2% |
| 7D | +3.2% | +0.7% | +2.5% | +3.0% |
| 30D | +13.0% | +28.8% | -15.8% | +5.4% |
| 3M | +9.2% | +21.1% | -11.8% | +3.4% |
| 6M | +13.6% | +52.5% | -38.9% | +1.1% |
| YTD | +12.4% | +8.9% | +3.5% | +10.1% |
| 1Y | +21.2% | +8.2% | +13.0% | +19.0% |
| 3Y | +48.7% | -5.2% | +53.8% | +51.7% |
| All | +48.7% | -5.1% | +53.8% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling