+348.5%
ROK vs WTW
+198.0%
+150.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | -1.2% | -5.7% | +4.5% | +1.3% |
| 30D | -4.8% | -7.3% | +2.4% | -1.8% |
| 3M | -6.1% | +21.5% | -27.6% | -14.7% |
| 6M | +15.5% | +9.6% | +5.9% | +8.9% |
| YTD | +11.2% | -3.3% | +14.5% | +10.6% |
| 1Y | +23.8% | -6.1% | +30.0% | +24.7% |
| 3Y | +53.1% | +61.8% | -8.7% | +12.7% |
| 5Y | +48.3% | +42.7% | +5.6% | +15.4% |
| All | +348.5% | +198.0% | +150.5% | +131.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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