+263.4%
ROK vs WCC
+431.3%
-167.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.2% | +0.3% |
| 7D | +7.1% | +9.9% | -2.9% | +2.9% |
| 30D | -5.0% | -8.4% | +3.5% | -1.7% |
| 3M | -9.4% | -10.3% | +1.0% | -5.9% |
| 6M | -11.0% | -10.5% | -0.5% | -8.2% |
| YTD | +4.4% | +32.2% | -27.7% | -9.2% |
| 1Y | +7.4% | +25.5% | -18.1% | -4.7% |
| 3Y | +61.0% | +134.7% | -73.7% | +2.9% |
| 5Y | +30.4% | +139.9% | -109.6% | -22.7% |
| All | +263.4% | +431.3% | -167.9% | +25.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling