+47.0%
ROK vs WU
-51.4%
+98.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.5% |
| 7D | +0.2% | -4.9% | +5.1% | +1.4% |
| 30D | -1.8% | -1.3% | -0.5% | -1.6% |
| 3M | -7.2% | -3.6% | -3.6% | -7.9% |
| 6M | +14.2% | -24.3% | +38.5% | +21.8% |
| YTD | +10.6% | -21.1% | +31.7% | +16.1% |
| 1Y | +25.9% | -10.3% | +36.2% | +26.0% |
| 3Y | +50.8% | -28.4% | +79.1% | +60.3% |
| 5Y | +47.0% | -51.2% | +98.3% | +73.2% |
| All | +47.0% | -51.4% | +98.5% | +73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling