+2,519.8%
WM vs ROP
+30,787.8%
-28,268.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.4% | +1.2% |
| 7D | +4.5% | +9.2% | -4.7% | +2.5% |
| 30D | +16.1% | +35.5% | -19.5% | +8.8% |
| 3M | +8.0% | +24.4% | -16.4% | +3.0% |
| 6M | +8.4% | +38.0% | -29.6% | +0.9% |
| YTD | +11.2% | +11.1% | +0.1% | +7.9% |
| 1Y | +22.3% | +10.9% | +11.4% | +18.7% |
| 3Y | +50.2% | -0.5% | +50.7% | +48.6% |
| 5Y | +63.3% | +4.5% | +58.8% | +59.4% |
| 10Y | +355.0% | +207.5% | +147.6% | +261.0% |
| All | +2,519.8% | +30,787.8% | -28,268.0% | +1,178.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling