+46.4%
ROK vs WST
-25.8%
+72.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | +2.8% | -0.3% | +3.0% | +2.8% |
| 30D | -2.4% | -4.6% | +2.2% | -1.3% |
| 3M | -4.7% | +5.7% | -10.4% | -6.2% |
| 6M | +16.8% | +37.6% | -20.8% | +7.4% |
| YTD | +11.4% | +23.0% | -11.7% | +5.1% |
| 1Y | +26.2% | +33.8% | -7.7% | +16.3% |
| 3Y | +51.9% | -13.4% | +65.2% | +48.8% |
| 5Y | +46.4% | -27.0% | +73.3% | +44.5% |
| All | +46.4% | -25.8% | +72.1% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling