+499.6%
ROK vs NWSA
+102.5%
+397.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.6% |
| 7D | +7.1% | +2.2% | +4.9% | +6.0% |
| 30D | -5.0% | -8.8% | +3.8% | -0.8% |
| 3M | -9.4% | -6.5% | -2.9% | -6.8% |
| 6M | -11.0% | +1.5% | -12.5% | -12.8% |
| YTD | +4.4% | +4.0% | +0.4% | +0.7% |
| 1Y | +7.4% | +3.4% | +4.0% | +3.8% |
| 3Y | +61.0% | +34.8% | +26.1% | +37.3% |
| 5Y | +30.4% | +18.4% | +12.0% | +14.6% |
| 10Y | +264.8% | +149.2% | +115.6% | +109.0% |
| All | +499.6% | +102.5% | +397.1% | +267.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling