+324.8%
WM vs ROK
+273.4%
+51.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.0% | +0.8% |
| 7D | +0.8% | -8.5% | +9.2% | +2.2% |
| 30D | +13.8% | -6.4% | +20.2% | +14.8% |
| 3M | +6.4% | -8.8% | +15.2% | +7.8% |
| 6M | +13.2% | -10.5% | +23.7% | +14.5% |
| YTD | +10.8% | +5.4% | +5.4% | +7.3% |
| 1Y | +20.2% | +5.0% | +15.2% | +16.4% |
| 3Y | +46.5% | +64.3% | -17.9% | +22.7% |
| 5Y | +61.3% | +34.0% | +27.3% | +40.0% |
| 10Y | +324.8% | +268.2% | +56.6% | +180.1% |
| All | +324.8% | +273.4% | +51.3% | +180.1% |
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 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