+4,437.7%
ROK vs WCN
+6,767.3%
-2,329.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -0.8% |
| 7D | +2.8% | -0.4% | +3.2% | +2.9% |
| 30D | -2.4% | -2.1% | -0.3% | -1.8% |
| 3M | -4.7% | +6.4% | -11.1% | -6.8% |
| 6M | +16.8% | -3.7% | +20.4% | +17.2% |
| YTD | +11.4% | -6.4% | +17.7% | +12.7% |
| 1Y | +26.2% | -7.9% | +34.1% | +28.1% |
| 3Y | +51.9% | +20.8% | +31.1% | +41.0% |
| 5Y | +46.4% | +29.0% | +17.4% | +33.2% |
| 10Y | +343.5% | +236.4% | +107.2% | +210.1% |
| All | +4,437.7% | +6,767.3% | -2,329.6% | +1,938.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling