+264.9%
ROK vs WAT
+223.8%
+41.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.4% | +0.3% |
| 7D | +6.1% | +2.0% | +4.1% | +5.1% |
| 30D | -6.5% | +7.7% | -14.2% | -9.4% |
| 3M | -10.2% | +11.1% | -21.2% | -14.4% |
| 6M | -10.6% | +31.2% | -41.9% | -21.5% |
| YTD | +4.9% | +21.7% | -16.8% | -5.8% |
| 1Y | +3.8% | +19.3% | -15.5% | -5.9% |
| 3Y | +63.5% | +80.6% | -17.1% | +15.8% |
| 5Y | +30.9% | +29.5% | +1.4% | +6.5% |
| All | +264.9% | +223.8% | +41.1% | +81.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling