+8,270.0%
ROK vs WWD
+15,408.5%
-7,138.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.9% |
| 7D | +0.7% | +1.3% | -0.6% | +0.2% |
| 30D | -3.3% | -7.2% | +3.9% | -0.6% |
| 3M | -5.9% | -3.8% | -2.0% | -5.1% |
| 6M | +13.9% | -9.9% | +23.8% | +17.4% |
| YTD | +12.6% | +14.8% | -2.2% | +5.4% |
| 1Y | +28.6% | +42.1% | -13.5% | +10.4% |
| 3Y | +45.1% | +170.8% | -125.7% | -4.4% |
| 5Y | +45.6% | +197.5% | -151.9% | -9.0% |
| 10Y | +345.0% | +477.8% | -132.8% | +106.7% |
| All | +8,270.0% | +15,408.5% | -7,138.6% | +2,127.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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