+45.9%
ROK vs WY
-22.3%
+68.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | +0.2% |
| 7D | -1.6% | -3.7% | +2.1% | +0.2% |
| 30D | -5.4% | -11.3% | +5.9% | +0.1% |
| 3M | -4.0% | -8.1% | +4.2% | -0.7% |
| 6M | +13.3% | -7.4% | +20.8% | +16.5% |
| YTD | +9.3% | -4.7% | +14.0% | +10.0% |
| 1Y | +25.8% | -9.2% | +35.0% | +29.4% |
| 3Y | +49.1% | -24.7% | +73.8% | +66.9% |
| 5Y | +45.9% | -21.6% | +67.4% | +64.5% |
| All | +45.9% | -22.3% | +68.2% | +64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling