+23.8%
ROK vs WAB
+49.7%
-25.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -11.3% |
| 6M | +15.5% | +15.4% | +0.1% | +4.5% |
| YTD | +11.2% | +33.1% | -22.0% | -8.2% |
| 1Y | +23.8% | +48.1% | -24.2% | -2.7% |
| All | +23.8% | +49.7% | -25.8% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling