+6,677.1%
ROK vs WAB
+4,092.2%
+2,584.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.0% |
| 7D | +0.7% | -3.2% | +3.9% | +2.0% |
| 30D | -3.3% | -4.4% | +1.1% | -1.6% |
| 3M | -5.9% | +7.9% | -13.7% | -8.9% |
| 6M | +13.9% | +8.7% | +5.2% | +9.9% |
| YTD | +12.6% | +33.0% | -20.4% | +0.4% |
| 1Y | +28.6% | +46.7% | -18.1% | +10.3% |
| 3Y | +45.1% | +153.0% | -107.9% | +0.8% |
| 5Y | +45.6% | +222.3% | -176.7% | -7.4% |
| 10Y | +345.0% | +291.0% | +54.1% | +151.7% |
| All | +6,677.1% | +4,092.2% | +2,584.9% | +1,939.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling