+59.7%
WM vs ROP
+1.1%
+58.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.1% |
| 7D | +1.2% | +2.1% | -0.9% | +0.5% |
| 30D | +13.1% | +32.9% | -19.8% | +2.4% |
| 3M | +3.6% | +20.0% | -16.4% | -3.0% |
| 6M | +8.1% | +36.4% | -28.3% | -3.6% |
| YTD | +8.9% | +7.8% | +1.1% | +5.8% |
| 1Y | +20.3% | +8.0% | +12.3% | +16.8% |
| 3Y | +46.2% | -3.5% | +49.7% | +46.5% |
| All | +59.7% | +1.1% | +58.6% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling