+13,770.5%
ROK vs WST
+15,003.6%
-1,233.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.3% | +0.3% | +2.5% |
| 7D | -11.5% | +1.3% | -12.8% | -11.8% |
| 30D | -10.0% | +12.9% | -22.9% | -13.3% |
| 3M | -11.4% | +16.7% | -28.1% | -15.8% |
| 6M | -13.7% | +26.8% | -40.5% | -20.4% |
| YTD | +1.0% | +50.5% | -49.4% | -12.4% |
| 1Y | +5.6% | +52.9% | -47.2% | -8.9% |
| 3Y | +59.1% | +23.9% | +35.2% | +34.5% |
| 5Y | +26.1% | +1.0% | +25.1% | +11.6% |
| 10Y | +266.4% | +451.4% | -185.0% | +68.6% |
| All | +13,770.5% | +15,003.6% | -1,233.0% | +2,660.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling