+17,845.4%
WDC vs ROK
+15,847.2%
+1,998.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.3% | +4.6% | +5.2% |
| 7D | +1.7% | +0.7% | +1.1% | +1.4% |
| 30D | -10.0% | -3.3% | -6.6% | -8.2% |
| 3M | -18.8% | -5.9% | -12.9% | -15.5% |
| 6M | +79.0% | +13.9% | +65.2% | +68.9% |
| YTD | +171.6% | +12.6% | +159.0% | +157.3% |
| 1Y | +417.4% | +28.6% | +388.8% | +358.9% |
| 3Y | +1,251.8% | +45.1% | +1,206.7% | +999.4% |
| 5Y | +911.7% | +45.6% | +866.1% | +701.1% |
| 10Y | +1,399.6% | +345.0% | +1,054.6% | +574.6% |
| All | +17,845.4% | +15,847.2% | +1,998.2% | +1,752.6% |
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