+312.1%
ROST vs WCC
+541.6%
-229.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.7% | -1.4% | +1.1% |
| 7D | +0.2% | +1.5% | -1.3% | -0.3% |
| 30D | -6.9% | -2.1% | -4.7% | -6.5% |
| 3M | -3.3% | +3.8% | -7.1% | -5.6% |
| 6M | +9.0% | +35.0% | -25.9% | -3.3% |
| YTD | +28.9% | +46.4% | -17.5% | +10.4% |
| 1Y | +54.0% | +63.0% | -9.0% | +26.2% |
| 3Y | +100.7% | +133.9% | -33.2% | +33.5% |
| 5Y | +116.0% | +226.5% | -110.5% | +17.7% |
| All | +312.1% | +541.6% | -229.5% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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