+5,026.7%
WMB vs ROK
+14,831.9%
-9,805.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.1% | +1.1% |
| 7D | +1.6% | -8.5% | +10.1% | +5.5% |
| 30D | -7.1% | -6.4% | -0.7% | -4.5% |
| 3M | -4.0% | -8.8% | +4.9% | -0.3% |
| 6M | -5.7% | -10.5% | +4.8% | -2.3% |
| YTD | +17.2% | +5.4% | +11.8% | +10.5% |
| 1Y | +17.2% | +5.0% | +12.2% | +10.5% |
| 3Y | +121.1% | +64.3% | +56.7% | +58.0% |
| 5Y | +197.2% | +34.0% | +163.2% | +123.9% |
| 10Y | +280.9% | +268.2% | +12.8% | +66.9% |
| All | +5,026.7% | +14,831.9% | -9,805.2% | +430.2% |
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