+30.1%
ROK vs WCN
+48.0%
-17.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | +7.1% | +2.6% | +4.5% | +6.2% |
| 30D | -5.0% | +23.9% | -28.9% | -11.9% |
| 3M | -9.4% | +17.4% | -26.8% | -14.4% |
| 6M | -11.0% | +28.0% | -39.0% | -19.2% |
| YTD | +4.4% | +11.6% | -7.1% | +0.3% |
| 1Y | +7.4% | +16.9% | -9.5% | +0.8% |
| 3Y | +61.0% | +51.6% | +9.4% | +26.1% |
| All | +30.1% | +48.0% | -17.8% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling