+15,354.0%
ROK vs WSM
+34,755.7%
-19,401.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.9% |
| 7D | +0.7% | -3.3% | +3.9% | +1.4% |
| 30D | -3.3% | -8.4% | +5.1% | -1.6% |
| 3M | -5.9% | +9.7% | -15.5% | -7.8% |
| 6M | +13.9% | +16.7% | -2.8% | +10.0% |
| YTD | +12.6% | +28.7% | -16.1% | +6.6% |
| 1Y | +28.6% | +13.7% | +14.9% | +24.6% |
| 3Y | +45.1% | +230.1% | -185.0% | +10.1% |
| 5Y | +45.6% | +179.0% | -133.4% | +11.4% |
| 10Y | +345.0% | +1,002.5% | -657.5% | +145.8% |
| All | +15,354.0% | +34,755.7% | -19,401.7% | +4,982.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling