+25.0%
ROK vs WAT
+32.9%
-7.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.2% | -1.1% |
| 7D | 0.0% | -1.9% | +2.0% | +0.6% |
| 30D | -2.5% | +6.2% | -8.7% | -4.3% |
| 3M | 0.0% | +18.1% | -18.1% | -5.3% |
| 6M | +11.6% | +54.9% | -43.3% | -5.6% |
| YTD | +15.2% | +23.1% | -7.9% | +4.7% |
| 1Y | +25.0% | +27.3% | -2.3% | +11.1% |
| All | +25.0% | +32.9% | -7.9% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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