+991.6%
WDC vs ROK
+45.0%
+946.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.8% | +1.5% |
| 7D | +7.5% | +0.2% | +7.3% | +7.4% |
| 30D | +10.1% | -1.8% | +11.9% | +11.3% |
| 3M | -6.8% | -7.2% | +0.4% | -1.8% |
| 6M | +84.1% | +14.2% | +70.0% | +72.3% |
| YTD | +180.3% | +10.6% | +169.7% | +166.8% |
| 1Y | +411.1% | +25.9% | +385.2% | +355.2% |
| 3Y | +1,375.0% | +50.8% | +1,324.2% | +1,054.3% |
| 5Y | +991.6% | +47.0% | +944.5% | +710.8% |
| All | +991.6% | +45.0% | +946.5% | +710.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling