+7.4%
ROK vs WU
-15.0%
+22.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.3% |
| 7D | +7.1% | -2.0% | +9.1% | +6.9% |
| 30D | -5.0% | +11.4% | -16.4% | -4.3% |
| 3M | -9.4% | -6.8% | -2.6% | -9.2% |
| 6M | -11.0% | -14.6% | +3.6% | -9.2% |
| YTD | +4.4% | -20.6% | +25.1% | +7.6% |
| 1Y | +7.4% | -15.4% | +22.8% | +8.4% |
| All | +7.4% | -15.0% | +22.4% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 1y: compounded portfolio wealth divided by compounded WU 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…
1y analysis · Full analysis span regression · 6 months rolling