+11.4%
WBD vs ROK
+357.9%
-346.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.2% | -1.3% |
| 7D | -0.7% | -1.2% | +0.5% | -0.2% |
| 30D | +1.4% | -4.8% | +6.2% | +3.6% |
| 3M | +4.4% | -6.1% | +10.5% | +6.6% |
| 6M | +0.8% | +15.5% | -14.7% | -7.2% |
| YTD | -2.7% | +11.2% | -13.9% | -9.5% |
| 1Y | +73.4% | +23.8% | +49.6% | +52.6% |
| 3Y | +142.1% | +53.1% | +89.0% | +88.2% |
| 5Y | +7.2% | +48.3% | -41.1% | -17.9% |
| All | +11.4% | +357.9% | -346.6% | -45.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling