+45.9%
ROK vs NWSA
+39.0%
+6.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | -1.6% | -4.8% | +3.1% | +0.5% |
| 30D | -5.4% | +3.0% | -8.4% | -6.7% |
| 3M | -4.0% | +9.3% | -13.3% | -8.6% |
| 6M | +13.3% | +23.2% | -9.8% | +1.4% |
| YTD | +9.3% | +13.3% | -4.0% | +1.5% |
| 1Y | +25.8% | +2.9% | +22.9% | +22.2% |
| 3Y | +49.1% | +43.3% | +5.8% | +23.3% |
| 5Y | +45.9% | +40.9% | +5.0% | +13.5% |
| All | +45.9% | +39.0% | +6.8% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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