+4,833.4%
ROK vs WTW
+1,094.8%
+3,738.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | +1.0% |
| 7D | +0.2% | -7.1% | +7.3% | +3.6% |
| 30D | -1.8% | -8.5% | +6.7% | +2.2% |
| 3M | -7.2% | +20.6% | -27.7% | -15.9% |
| 6M | +14.2% | +7.2% | +6.9% | +8.2% |
| YTD | +10.6% | -3.9% | +14.4% | +9.7% |
| 1Y | +25.9% | -3.6% | +29.5% | +24.3% |
| 3Y | +50.8% | +60.7% | -9.9% | +13.2% |
| 5Y | +47.0% | +42.2% | +4.9% | +16.4% |
| 10Y | +354.9% | +195.5% | +159.4% | +142.6% |
| All | +4,833.4% | +1,094.8% | +3,738.6% | +1,796.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling