+1,228.2%
WDC vs ROK
+350.4%
+877.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -3.7% |
| 7D | +4.4% | -1.6% | +6.0% | +5.6% |
| 30D | +5.3% | -5.4% | +10.7% | +9.5% |
| 3M | -5.9% | -4.0% | -2.0% | -2.7% |
| 6M | +73.2% | +13.3% | +59.9% | +61.0% |
| YTD | +167.8% | +9.3% | +158.5% | +154.4% |
| 1Y | +386.0% | +25.8% | +360.2% | +323.0% |
| 3Y | +1,309.7% | +49.1% | +1,260.6% | +955.0% |
| 5Y | +957.1% | +45.9% | +911.2% | +674.4% |
| All | +1,228.2% | +350.4% | +877.7% | +410.5% |
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