+7.4%
ROK vs WAT
+20.2%
-12.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +7.1% | +0.6% | +6.5% | +6.8% |
| 30D | -5.0% | +5.4% | -10.4% | -6.3% |
| 3M | -9.4% | +11.3% | -20.7% | -12.3% |
| 6M | -11.0% | +37.4% | -48.4% | -20.4% |
| YTD | +4.4% | +21.2% | -16.7% | -4.5% |
| 1Y | +7.4% | +21.3% | -13.9% | -1.9% |
| All | +7.4% | +20.2% | -12.8% | -1.9% |
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