+97.9%
ROST vs WCC
+137.6%
-39.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.8% |
| 7D | +0.2% | +8.5% | -8.3% | -1.1% |
| 30D | -10.0% | -1.0% | -9.0% | -10.0% |
| 3M | +1.2% | +2.1% | -0.9% | +0.4% |
| 6M | +8.9% | +36.8% | -27.9% | +2.5% |
| YTD | +28.1% | +47.7% | -19.7% | +18.5% |
| 1Y | +53.0% | +66.5% | -13.6% | +38.2% |
| 3Y | +97.9% | +134.2% | -36.3% | +56.5% |
| All | +97.9% | +137.6% | -39.8% | +56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling