+48.7%
WM vs ROK
+63.3%
-14.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +3.2% | +7.1% | -3.9% | +3.2% |
| 30D | +13.0% | -5.0% | +18.0% | +12.9% |
| 3M | +9.2% | -9.4% | +18.6% | +9.2% |
| 6M | +13.6% | -11.0% | +24.6% | +13.5% |
| YTD | +12.4% | +4.4% | +8.0% | +11.3% |
| 1Y | +21.2% | +7.4% | +13.8% | +19.9% |
| 3Y | +48.7% | +61.0% | -12.3% | +36.4% |
| All | +48.7% | +63.3% | -14.6% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling