+348.5%
ROK vs WSM
+1,071.8%
-723.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.3% |
| 7D | -1.2% | -0.5% | -0.7% | -1.1% |
| 30D | -4.8% | -7.7% | +2.9% | -2.5% |
| 3M | -6.1% | +3.8% | -9.9% | -7.4% |
| 6M | +15.5% | +22.7% | -7.2% | +8.1% |
| YTD | +11.2% | +28.0% | -16.8% | +2.8% |
| 1Y | +23.8% | +12.7% | +11.1% | +18.5% |
| 3Y | +53.1% | +231.3% | -178.2% | +1.7% |
| 5Y | +48.3% | +177.2% | -128.9% | -0.5% |
| All | +348.5% | +1,071.8% | -723.2% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling