+293.4%
WBD vs ROK
+1,177.0%
-883.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | -1.7% | +0.2% | -1.9% | -1.8% |
| 30D | +3.9% | -1.8% | +5.7% | +4.7% |
| 3M | +5.1% | -7.2% | +12.3% | +8.0% |
| 6M | +0.6% | +14.2% | -13.6% | -7.1% |
| YTD | -3.2% | +10.6% | -13.7% | -9.8% |
| 1Y | +127.7% | +25.9% | +101.7% | +99.0% |
| 3Y | +146.6% | +50.8% | +95.8% | +92.8% |
| 5Y | +4.2% | +47.0% | -42.9% | -19.2% |
| 10Y | +13.7% | +354.9% | -341.2% | -52.2% |
| All | +293.4% | +1,177.0% | -883.6% | -17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling