+28.6%
ROK vs WEC
+1.8%
+26.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.2% |
| 7D | +0.7% | -0.3% | +0.9% | +0.7% |
| 30D | -3.3% | -1.3% | -2.0% | -3.5% |
| 3M | -5.9% | -3.9% | -1.9% | -6.4% |
| 6M | +13.9% | -8.3% | +22.2% | +13.2% |
| YTD | +12.6% | +3.1% | +9.5% | +12.6% |
| 1Y | +28.6% | +1.9% | +26.7% | +27.8% |
| All | +28.6% | +1.8% | +26.8% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 1y: compounded portfolio wealth divided by compounded WEC 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…
1y analysis · Full analysis span regression · 6 months rolling