+46.4%
ROK vs BBWI
-66.8%
+113.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.4% |
| 7D | +2.8% | +1.6% | +1.2% | +2.4% |
| 30D | -2.4% | -6.2% | +3.8% | -1.4% |
| 3M | -4.7% | +4.3% | -9.0% | -6.4% |
| 6M | +16.8% | -7.2% | +23.9% | +16.6% |
| YTD | +11.4% | -3.0% | +14.4% | +9.6% |
| 1Y | +26.2% | -30.8% | +56.9% | +32.9% |
| 3Y | +51.9% | -43.4% | +95.2% | +61.2% |
| 5Y | +46.4% | -66.7% | +113.1% | +73.2% |
| All | +46.4% | -66.8% | +113.2% | +73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling