+3,323.0%
ROK vs WCC
+1,713.7%
+1,609.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.9% | -2.6% | 0.0% |
| 7D | +0.7% | +4.5% | -3.8% | -0.8% |
| 30D | -3.3% | -5.8% | +2.5% | -1.5% |
| 3M | -5.9% | -3.7% | -2.2% | -5.3% |
| 6M | +13.9% | +23.1% | -9.2% | +4.8% |
| YTD | +12.6% | +44.2% | -31.6% | -2.0% |
| 1Y | +28.6% | +62.1% | -33.5% | +6.9% |
| 3Y | +45.1% | +121.1% | -76.0% | +3.9% |
| 5Y | +45.6% | +214.0% | -168.4% | -11.3% |
| 10Y | +345.0% | +472.8% | -127.8% | +101.0% |
| All | +3,323.0% | +1,713.7% | +1,609.2% | +826.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling