+7,665.1%
ROK vs WWD
+14,675.7%
-7,010.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +7.1% | +4.0% | +3.1% | +5.5% |
| 30D | -5.0% | +0.4% | -5.4% | -5.0% |
| 3M | -9.4% | -7.9% | -1.5% | -6.6% |
| 6M | -11.0% | -10.6% | -0.4% | -7.8% |
| YTD | +4.4% | +9.4% | -5.0% | -0.4% |
| 1Y | +7.4% | +25.7% | -18.3% | -3.2% |
| 3Y | +61.0% | +148.5% | -87.6% | +9.6% |
| 5Y | +30.4% | +189.5% | -159.1% | -17.4% |
| 10Y | +264.8% | +451.8% | -187.0% | +72.5% |
| All | +7,665.1% | +14,675.7% | -7,010.6% | +2,005.4% |
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