+283.3%
WMB vs ROK
+265.6%
+17.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +0.9% |
| 7D | +8.1% | +6.1% | +2.0% | +5.6% |
| 30D | -6.9% | -6.5% | -0.4% | -4.6% |
| 3M | -5.1% | -10.2% | +5.1% | -1.4% |
| 6M | -5.7% | -10.6% | +4.9% | -2.7% |
| YTD | +18.1% | +4.9% | +13.2% | +12.4% |
| 1Y | +18.4% | +3.8% | +14.6% | +13.0% |
| 3Y | +122.7% | +63.5% | +59.2% | +63.2% |
| 5Y | +202.0% | +30.9% | +171.1% | +139.3% |
| All | +283.3% | +265.6% | +17.7% | +67.6% |
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