+1,394.6%
WDC vs ROK
+50.3%
+1,344.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.8% | +1.5% |
| 7D | +7.5% | +0.2% | +7.3% | +7.3% |
| 30D | +10.1% | -1.8% | +11.9% | +11.5% |
| 3M | -6.8% | -7.2% | +0.4% | -1.3% |
| 6M | +84.1% | +14.2% | +70.0% | +71.2% |
| YTD | +180.3% | +10.6% | +169.7% | +165.5% |
| 1Y | +411.1% | +25.9% | +385.2% | +351.5% |
| All | +1,394.6% | +50.3% | +1,344.3% | +1,010.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling