+348.5%
ROK vs WEC
+146.6%
+202.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -1.2% | -0.6% | -0.7% | -1.1% |
| 30D | -4.8% | -2.6% | -2.2% | -4.1% |
| 3M | -6.1% | -6.0% | -0.1% | -4.6% |
| 6M | +15.5% | -5.4% | +20.9% | +16.9% |
| YTD | +11.2% | +2.5% | +8.7% | +9.8% |
| 1Y | +23.8% | -0.7% | +24.6% | +23.3% |
| 3Y | +53.1% | +38.7% | +14.4% | +36.0% |
| 5Y | +48.3% | +31.7% | +16.6% | +33.4% |
| All | +348.5% | +146.6% | +202.0% | +278.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling