+62.1%
WM vs ROK
+32.5%
+29.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.6% |
| 7D | +1.2% | +6.1% | -4.9% | +0.7% |
| 30D | +15.2% | -6.5% | +21.7% | +15.6% |
| 3M | +8.3% | -10.2% | +18.5% | +9.1% |
| 6M | +13.1% | -10.6% | +23.8% | +13.6% |
| YTD | +12.5% | +4.9% | +7.6% | +10.6% |
| 1Y | +21.8% | +3.8% | +18.0% | +19.8% |
| 3Y | +48.8% | +63.5% | -14.7% | +33.7% |
| 5Y | +62.1% | +30.9% | +31.1% | +54.8% |
| All | +62.1% | +32.5% | +29.5% | +54.8% |
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