+15,354.0%
ROK vs GWW
+14,492.5%
+861.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.8% |
| 7D | +0.7% | +1.4% | -0.7% | -0.1% |
| 30D | -3.3% | +3.3% | -6.6% | -5.1% |
| 3M | -5.9% | +2.9% | -8.8% | -7.3% |
| 6M | +13.9% | +15.8% | -1.9% | +5.1% |
| YTD | +12.6% | +32.0% | -19.5% | -3.3% |
| 1Y | +28.6% | +29.9% | -1.3% | +11.3% |
| 3Y | +45.1% | +91.1% | -46.0% | +1.8% |
| 5Y | +45.6% | +223.9% | -178.4% | -23.0% |
| 10Y | +345.0% | +567.0% | -222.0% | +53.1% |
| All | +15,354.0% | +14,492.5% | +861.5% | +1,452.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling