+25.0%
ROK vs WEC
+9.7%
+15.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -0.2% |
| 7D | 0.0% | +6.9% | -6.9% | +1.0% |
| 30D | -2.5% | +16.6% | -19.1% | -0.3% |
| 3M | 0.0% | +9.1% | -9.0% | +1.4% |
| 6M | +11.6% | +3.2% | +8.4% | +12.6% |
| YTD | +15.2% | +14.9% | +0.3% | +17.7% |
| 1Y | +25.0% | +9.2% | +15.8% | +27.7% |
| All | +25.0% | +9.7% | +15.3% | +27.7% |
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