+348.5%
ROK vs WAB
+296.8%
+51.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.1% |
| 7D | -1.2% | +0.1% | -1.4% | -1.3% |
| 30D | -4.8% | -4.1% | -0.7% | -2.5% |
| 3M | -6.1% | +8.2% | -14.3% | -10.9% |
| 6M | +15.5% | +15.4% | +0.1% | +5.6% |
| YTD | +11.2% | +33.1% | -22.0% | -6.4% |
| 1Y | +23.8% | +48.1% | -24.2% | -2.0% |
| 3Y | +53.1% | +167.7% | -114.6% | -13.9% |
| 5Y | +48.3% | +225.7% | -177.4% | -25.1% |
| All | +348.5% | +296.8% | +51.7% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling