+328.7%
WM vs ROK
+277.6%
+51.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.4% | -0.6% |
| 7D | -0.5% | -11.5% | +11.1% | +1.6% |
| 30D | +13.3% | -10.0% | +23.3% | +15.2% |
| 3M | +4.4% | -11.4% | +15.8% | +6.3% |
| 6M | +10.8% | -13.7% | +24.5% | +12.9% |
| YTD | +9.1% | +1.0% | +8.0% | +6.5% |
| 1Y | +19.1% | +5.6% | +13.5% | +15.0% |
| 3Y | +45.7% | +59.1% | -13.4% | +22.7% |
| 5Y | +60.4% | +26.1% | +34.3% | +41.3% |
| 10Y | +328.7% | +266.4% | +62.3% | +180.6% |
| All | +328.7% | +277.6% | +51.1% | +180.6% |
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 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