+336.4%
WM vs ROK
+274.8%
+61.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.8% |
| 7D | +1.2% | -13.8% | +15.0% | +3.9% |
| 30D | +13.1% | -14.9% | +28.0% | +16.2% |
| 3M | +3.6% | -14.7% | +18.3% | +6.3% |
| 6M | +8.1% | -17.7% | +25.7% | +11.1% |
| YTD | +8.9% | -2.5% | +11.4% | +7.1% |
| 1Y | +20.3% | +2.3% | +18.1% | +16.9% |
| 3Y | +46.2% | +52.7% | -6.6% | +24.2% |
| 5Y | +59.9% | +20.5% | +39.4% | +42.2% |
| All | +336.4% | +274.8% | +61.7% | +185.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling