+49.7%
ROK vs WST
-15.4%
+65.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | +0.7% | +0.7% | -0.1% | +0.6% |
| 30D | -3.3% | -3.1% | -0.2% | -2.8% |
| 3M | -5.9% | +7.2% | -13.1% | -7.0% |
| 6M | +13.9% | +36.8% | -23.0% | +7.9% |
| YTD | +12.6% | +23.8% | -11.3% | +8.1% |
| 1Y | +28.6% | +37.8% | -9.2% | +21.5% |
| All | +49.7% | -15.4% | +65.1% | +54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling