+348.5%
ROK vs WCN
+235.9%
+112.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -1.2% | -3.1% | +1.9% | +0.4% |
| 30D | -4.8% | -3.4% | -1.4% | -3.1% |
| 3M | -6.1% | +3.0% | -9.1% | -8.2% |
| 6M | +15.5% | -3.8% | +19.2% | +16.2% |
| YTD | +11.2% | -8.3% | +19.5% | +14.8% |
| 1Y | +23.8% | -9.7% | +33.6% | +28.6% |
| 3Y | +53.1% | +17.2% | +36.0% | +32.1% |
| 5Y | +48.3% | +25.3% | +23.0% | +21.0% |
| All | +348.5% | +235.9% | +112.6% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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