+51.9%
ROK vs WEC
+42.2%
+9.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.1% | -1.1% |
| 7D | +2.8% | +0.8% | +2.0% | +2.7% |
| 30D | -2.4% | +0.3% | -2.7% | -2.4% |
| 3M | -4.7% | -2.9% | -1.8% | -4.6% |
| 6M | +16.8% | -5.9% | +22.7% | +17.2% |
| YTD | +11.4% | +4.1% | +7.2% | +10.5% |
| 1Y | +26.2% | +3.1% | +23.0% | +25.2% |
| 3Y | +51.9% | +40.8% | +11.1% | +43.7% |
| All | +51.9% | +42.2% | +9.6% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling