+48.1%
ROK vs WAT
-5.3%
+53.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.5% |
| 7D | +2.8% | -0.7% | +3.5% | +3.1% |
| 30D | -2.4% | -1.0% | -1.4% | -2.1% |
| 3M | -4.7% | +10.9% | -15.6% | -8.6% |
| 6M | +16.8% | +33.2% | -16.4% | +3.7% |
| YTD | +11.4% | +6.1% | +5.3% | +7.2% |
| 1Y | +26.2% | +30.2% | -4.1% | +11.8% |
| 3Y | +51.9% | +52.9% | -1.0% | +22.0% |
| All | +48.1% | -5.3% | +53.4% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling