+53.1%
ROK vs WTW
+61.9%
-8.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -1.2% | -5.7% | +4.5% | -0.5% |
| 30D | -4.8% | -7.3% | +2.4% | -3.9% |
| 3M | -6.1% | +21.5% | -27.6% | -8.6% |
| 6M | +15.5% | +9.6% | +5.9% | +14.4% |
| YTD | +11.2% | -3.3% | +14.5% | +13.3% |
| 1Y | +23.8% | -6.1% | +30.0% | +27.1% |
| 3Y | +53.1% | +61.8% | -8.7% | +44.8% |
| All | +53.1% | +61.9% | -8.8% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling