+111.1%
ROST vs WCC
+211.6%
-100.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.9% |
| 7D | -2.5% | +1.7% | -4.1% | -2.9% |
| 30D | -10.3% | -6.1% | -4.2% | -9.2% |
| 3M | -2.6% | +3.1% | -5.7% | -4.1% |
| 6M | +6.5% | +28.2% | -21.7% | -1.4% |
| YTD | +25.9% | +41.1% | -15.2% | +13.2% |
| 1Y | +52.3% | +61.3% | -8.9% | +31.4% |
| 3Y | +94.6% | +123.6% | -29.1% | +43.3% |
| 5Y | +111.1% | +214.8% | -103.7% | +22.9% |
| All | +111.1% | +211.6% | -100.5% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling