+30.9%
ROK vs WAB
+216.9%
-186.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.4% |
| 7D | +6.1% | +7.9% | -1.8% | +0.4% |
| 30D | -6.5% | +4.9% | -11.4% | -9.3% |
| 3M | -10.2% | +1.8% | -12.0% | -11.1% |
| 6M | -10.6% | +12.0% | -22.6% | -18.0% |
| YTD | +4.9% | +41.3% | -36.4% | -18.8% |
| 1Y | +3.8% | +43.8% | -40.0% | -20.7% |
| 3Y | +63.5% | +171.1% | -107.6% | -24.0% |
| 5Y | +30.9% | +217.7% | -186.8% | -47.6% |
| All | +30.9% | +216.9% | -186.0% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling