+4,843.0%
WMB vs ROK
+14,213.2%
-9,370.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.6% | +0.1% | +2.0% |
| 7D | -6.7% | -11.5% | +4.9% | -1.5% |
| 30D | -8.6% | -10.0% | +1.4% | -4.2% |
| 3M | -4.9% | -11.4% | +6.5% | +0.1% |
| 6M | -6.3% | -13.7% | +7.4% | -1.2% |
| YTD | +13.0% | +1.0% | +11.9% | +8.7% |
| 1Y | +14.9% | +5.6% | +9.3% | +8.0% |
| 3Y | +113.4% | +59.1% | +54.3% | +54.8% |
| 5Y | +190.2% | +26.1% | +164.0% | +125.0% |
| 10Y | +259.9% | +266.4% | -6.6% | +57.8% |
| All | +4,843.0% | +14,213.2% | -9,370.2% | +421.4% |
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