+276.8%
WMB vs ROK
+48.2%
+228.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | +0.6% | +0.7% | -0.1% | +0.4% |
| 30D | +3.3% | -3.3% | +6.6% | +3.8% |
| 3M | +3.1% | -5.9% | +9.0% | +3.9% |
| 6M | -0.7% | +13.9% | -14.6% | -3.9% |
| YTD | +25.2% | +12.6% | +12.6% | +20.9% |
| 1Y | +32.9% | +28.6% | +4.3% | +24.6% |
| 3Y | +140.6% | +45.1% | +95.5% | +114.5% |
| All | +276.8% | +48.2% | +228.5% | +219.5% |
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