-10.5%
ROK vs WAT
+31.7%
-42.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.2% | +2.5% |
| 7D | -8.5% | +0.7% | -9.2% | -8.6% |
| 30D | -6.4% | +9.0% | -15.4% | -7.0% |
| 3M | -8.8% | +13.5% | -22.3% | -9.9% |
| 6M | -10.5% | +35.3% | -45.8% | -12.7% |
| All | -10.5% | +31.7% | -42.2% | -12.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling