+25.8%
ROK vs WEC
+0.7%
+25.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -1.2% |
| 7D | -1.6% | -1.3% | -0.3% | -1.7% |
| 30D | -5.4% | -0.4% | -5.1% | -5.5% |
| 3M | -4.0% | -6.8% | +2.8% | -4.7% |
| 6M | +13.3% | -6.4% | +19.7% | +12.8% |
| YTD | +9.3% | +2.5% | +6.9% | +9.0% |
| 1Y | +25.8% | -0.4% | +26.2% | +25.0% |
| All | +25.8% | +0.7% | +25.1% | +25.0% |
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