+46.2%
WM vs ROP
-3.5%
+49.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.2% |
| 7D | +1.2% | +2.1% | -0.9% | +0.6% |
| 30D | +13.1% | +32.9% | -19.8% | +4.6% |
| 3M | +3.6% | +20.3% | -16.7% | -1.8% |
| 6M | +8.1% | +36.8% | -28.7% | -1.1% |
| YTD | +8.9% | +8.1% | +0.8% | +6.9% |
| 1Y | +20.3% | +8.3% | +12.1% | +18.0% |
| 3Y | +46.2% | -3.2% | +49.4% | +47.7% |
| All | +46.2% | -3.5% | +49.7% | +47.7% |
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