+26,336.4%
WM vs ROK
+15,847.2%
+10,489.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.5% |
| 7D | -0.3% | +0.7% | -1.0% | -0.5% |
| 30D | -2.4% | -3.3% | +0.9% | -1.6% |
| 3M | +0.4% | -5.9% | +6.3% | +1.3% |
| 6M | -9.5% | +13.9% | -23.3% | -13.3% |
| YTD | +0.5% | +12.6% | -12.1% | -3.8% |
| 1Y | -1.1% | +28.6% | -29.7% | -8.6% |
| 3Y | +46.0% | +45.1% | +0.9% | +26.9% |
| 5Y | +51.8% | +45.6% | +6.2% | +29.0% |
| 10Y | +307.5% | +345.0% | -37.5% | +150.3% |
| All | +26,336.4% | +15,847.2% | +10,489.1% | +7,647.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling