+428.1%
WMT vs ROK
+357.9%
+70.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.3% | +1.1% |
| 7D | 0.0% | -1.2% | +1.3% | +0.2% |
| 30D | -7.4% | -4.8% | -2.6% | -6.8% |
| 3M | -10.9% | -6.1% | -4.8% | -10.3% |
| 6M | -12.7% | +15.5% | -28.2% | -15.1% |
| YTD | -3.2% | +11.2% | -14.4% | -5.5% |
| 1Y | +5.3% | +23.8% | -18.6% | +0.9% |
| 3Y | +101.9% | +53.1% | +48.7% | +83.1% |
| 5Y | +134.6% | +48.3% | +86.3% | +110.0% |
| All | +428.1% | +357.9% | +70.1% | +289.4% |
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 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