+140.0%
WBD vs ROK
+29.3%
+110.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | -1.8% | +0.7% | -2.5% | -2.0% |
| 30D | +8.8% | -3.3% | +12.1% | +9.5% |
| 3M | +4.6% | -5.9% | +10.5% | +5.7% |
| 6M | +1.1% | +13.9% | -12.8% | -3.4% |
| YTD | -2.0% | +12.6% | -14.6% | -7.6% |
| 1Y | +140.0% | +28.6% | +111.4% | +83.9% |
| All | +140.0% | +29.3% | +110.7% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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