+26.8%
ROK vs WST
+34.1%
-7.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | +2.8% | -0.3% | +3.0% | +2.9% |
| 30D | -2.4% | -4.6% | +2.2% | -1.2% |
| 3M | -4.7% | +5.7% | -10.4% | -6.5% |
| 6M | +16.8% | +37.6% | -20.8% | +5.4% |
| YTD | +11.4% | +23.0% | -11.7% | +3.4% |
| All | +26.8% | +34.1% | -7.3% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling