+25.0%
ROK vs WCC
+24.5%
+0.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.9% | +9.4% | +3.3% |
| 7D | 0.0% | -8.8% | +8.8% | +3.2% |
| 30D | -2.5% | -16.0% | +13.5% | +3.9% |
| 3M | 0.0% | -15.2% | +15.2% | +5.8% |
| 6M | +11.6% | -8.4% | +19.9% | +13.7% |
| YTD | +15.2% | +30.1% | -14.9% | -1.9% |
| 1Y | +25.0% | +26.4% | -1.4% | +6.8% |
| All | +25.0% | +24.5% | +0.6% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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