+11,253.4%
WDC vs ROK
+14,694.8%
-3,441.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.8% |
| 7D | +12.1% | +7.1% | +5.0% | +8.2% |
| 30D | -18.8% | -5.0% | -13.8% | -15.7% |
| 3M | -39.3% | -9.4% | -29.9% | -35.3% |
| 6M | -40.1% | -11.0% | -29.1% | -35.2% |
| YTD | +71.8% | +4.4% | +67.4% | +71.1% |
| 1Y | +88.5% | +7.4% | +81.1% | +85.3% |
| 3Y | +770.0% | +61.0% | +709.0% | +579.2% |
| 5Y | +549.0% | +30.4% | +518.7% | +451.5% |
| 10Y | +650.3% | +264.8% | +385.5% | +278.1% |
| All | +11,253.4% | +14,694.8% | -3,441.4% | +1,132.1% |
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