+28.6%
ROK vs WAT
+41.4%
-12.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | +0.7% | -1.3% | +2.0% | +1.1% |
| 30D | -3.3% | +2.3% | -5.7% | -4.0% |
| 3M | -5.9% | +8.7% | -14.6% | -8.4% |
| 6M | +13.9% | +28.3% | -14.5% | +3.3% |
| YTD | +12.6% | +7.8% | +4.8% | +6.9% |
| 1Y | +28.6% | +36.6% | -8.0% | +16.2% |
| All | +28.6% | +41.4% | -12.8% | +16.2% |
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