+25.0%
ROK vs WETO
-99.3%
+124.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.4% | -12.0% | -0.6% |
| 7D | 0.0% | +3.6% | -3.5% | 0.0% |
| 30D | -2.5% | -17.2% | +14.8% | -2.5% |
| 3M | 0.0% | -83.7% | +83.7% | -1.4% |
| 6M | +11.6% | -98.3% | +109.8% | +12.5% |
| YTD | +15.2% | -99.0% | +114.2% | +15.3% |
| 1Y | +25.0% | -99.4% | +124.4% | +25.4% |
| All | +25.0% | -99.3% | +124.3% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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