+45.9%
ROK vs WCC
+211.6%
-165.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | +0.1% |
| 7D | -1.6% | +1.7% | -3.3% | -2.3% |
| 30D | -5.4% | -6.1% | +0.6% | -3.4% |
| 3M | -4.0% | +3.1% | -7.0% | -5.9% |
| 6M | +13.3% | +28.2% | -14.9% | +1.7% |
| YTD | +9.3% | +41.1% | -31.7% | -5.5% |
| 1Y | +25.8% | +61.3% | -35.5% | +2.8% |
| 3Y | +49.1% | +123.6% | -74.5% | +2.1% |
| 5Y | +45.9% | +214.8% | -168.9% | -18.1% |
| All | +45.9% | +211.6% | -165.8% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling