+47.5%
ROK vs WSM
+175.3%
-127.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.4% |
| 3M | -6.1% | +3.8% | -9.9% | -7.5% |
| 6M | +15.5% | +22.7% | -7.2% | +7.9% |
| YTD | +11.2% | +28.0% | -16.8% | +2.6% |
| 1Y | +23.8% | +12.7% | +11.1% | +18.2% |
| 3Y | +53.1% | +231.3% | -178.2% | +0.4% |
| All | +47.5% | +175.3% | -127.8% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling