+25.0%
ROK vs GWW
+55.5%
-30.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.5% | -7.1% | -4.0% |
| 7D | 0.0% | +11.1% | -11.1% | -5.8% |
| 30D | -2.5% | +15.7% | -18.2% | -10.4% |
| 3M | 0.0% | +14.8% | -14.7% | -7.8% |
| 6M | +11.6% | +30.9% | -19.4% | -4.2% |
| YTD | +15.2% | +48.5% | -33.3% | -5.6% |
| 1Y | +25.0% | +57.1% | -32.1% | -0.2% |
| All | +25.0% | +55.5% | -30.5% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling