+5,822.5%
ROK vs WAT
+12,580.5%
-6,758.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.3% | +2.1% |
| 7D | -11.0% | +3.4% | -14.4% | -11.8% |
| 30D | -8.2% | +9.6% | -17.8% | -10.6% |
| 3M | -8.5% | +15.5% | -23.9% | -12.3% |
| 6M | -12.0% | +33.9% | -45.9% | -19.7% |
| YTD | +3.1% | +25.2% | -22.1% | -4.7% |
| 1Y | +2.9% | +26.3% | -23.4% | -5.1% |
| 3Y | +60.7% | +85.8% | -25.2% | +29.6% |
| 5Y | +29.5% | +35.3% | -5.8% | +13.0% |
| 10Y | +262.6% | +231.8% | +30.8% | +144.8% |
| All | +5,822.5% | +12,580.5% | -6,758.0% | +2,169.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling