+28.6%
ROK vs WY
-5.4%
+34.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +0.7% | -2.6% | +3.3% | +1.2% |
| 30D | -3.3% | -10.9% | +7.6% | -1.1% |
| 3M | -5.9% | -6.0% | +0.1% | -5.0% |
| 6M | +13.9% | -5.6% | +19.5% | +14.3% |
| YTD | +12.6% | -1.1% | +13.7% | +11.7% |
| 1Y | +28.6% | -7.5% | +36.1% | +30.7% |
| All | +28.6% | -5.4% | +34.0% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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