+90.7%
WFC vs ROK
+30.4%
+60.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.5% |
| 7D | +2.5% | +7.1% | -4.6% | 0.0% |
| 30D | +7.0% | -5.0% | +11.9% | +8.4% |
| 3M | -1.8% | -9.4% | +7.6% | +1.2% |
| 6M | +18.4% | -11.0% | +29.4% | +21.9% |
| YTD | -5.6% | +4.4% | -10.0% | -9.4% |
| 1Y | +3.9% | +7.4% | -3.5% | -1.4% |
| 3Y | +126.3% | +61.0% | +65.4% | +78.0% |
| All | +90.7% | +30.4% | +60.3% | +52.2% |
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