+341.2%
ROK vs BBWI
-57.7%
+398.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.8% |
| 7D | -1.6% | -8.0% | +6.4% | +0.1% |
| 30D | -5.4% | -6.6% | +1.2% | -4.4% |
| 3M | -4.0% | -2.7% | -1.2% | -4.2% |
| 6M | +13.3% | -12.8% | +26.1% | +14.7% |
| YTD | +9.3% | -10.5% | +19.8% | +9.5% |
| 1Y | +25.8% | -35.3% | +61.2% | +33.5% |
| 3Y | +49.1% | -47.7% | +96.8% | +60.1% |
| 5Y | +45.9% | -68.9% | +114.7% | +68.6% |
| All | +341.2% | -57.7% | +398.8% | +276.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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