+15,354.0%
ROK vs WEC
+3,978.4%
+11,375.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.6% |
| 7D | +0.7% | -0.3% | +0.9% | +0.8% |
| 30D | -3.3% | -1.3% | -2.0% | -2.9% |
| 3M | -5.9% | -3.9% | -1.9% | -4.6% |
| 6M | +13.9% | -8.3% | +22.2% | +17.4% |
| YTD | +12.6% | +3.1% | +9.5% | +10.4% |
| 1Y | +28.6% | +1.9% | +26.7% | +26.4% |
| 3Y | +45.1% | +41.9% | +3.2% | +21.4% |
| 5Y | +45.6% | +30.8% | +14.8% | +25.0% |
| 10Y | +345.0% | +141.9% | +203.1% | +169.2% |
| All | +15,354.0% | +3,978.4% | +11,375.6% | +3,279.4% |
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