+354.9%
ROK vs WST
+325.7%
+29.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +0.2% | -1.7% | +1.8% | +0.6% |
| 30D | -1.8% | -4.3% | +2.5% | -0.6% |
| 3M | -7.2% | +0.7% | -7.9% | -7.6% |
| 6M | +14.2% | +36.0% | -21.9% | +4.4% |
| YTD | +10.6% | +22.7% | -12.2% | +3.8% |
| 1Y | +25.9% | +34.1% | -8.2% | +14.9% |
| 3Y | +50.8% | -13.6% | +64.3% | +46.2% |
| 5Y | +47.0% | -26.0% | +73.0% | +45.2% |
| 10Y | +354.9% | +335.8% | +19.1% | +157.5% |
| All | +354.9% | +325.7% | +29.2% | +157.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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