+14,370.1%
ROK vs WEC
+4,422.3%
+9,947.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.1% |
| 7D | -8.5% | -0.5% | -7.9% | -8.3% |
| 30D | -6.4% | +12.0% | -18.4% | -10.9% |
| 3M | -8.8% | +11.1% | -19.9% | -13.1% |
| 6M | -10.5% | +6.0% | -16.5% | -13.2% |
| YTD | +5.4% | +14.3% | -8.9% | -1.3% |
| 1Y | +5.0% | +8.0% | -3.0% | +0.6% |
| 3Y | +64.3% | +62.8% | +1.5% | +29.6% |
| 5Y | +34.0% | +55.3% | -21.3% | +6.7% |
| 10Y | +268.2% | +193.2% | +75.0% | +104.1% |
| All | +14,370.1% | +4,422.3% | +9,947.8% | +2,922.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling