+312.1%
ROST vs WCN
+235.9%
+76.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.2% |
| 7D | +0.2% | -3.1% | +3.3% | +1.7% |
| 30D | -6.9% | -3.4% | -3.5% | -5.4% |
| 3M | -3.3% | +3.0% | -6.3% | -4.9% |
| 6M | +9.0% | -3.8% | +12.8% | +10.1% |
| YTD | +28.9% | -8.3% | +37.2% | +32.5% |
| 1Y | +54.0% | -9.7% | +63.7% | +59.2% |
| 3Y | +100.7% | +17.2% | +83.6% | +76.1% |
| 5Y | +116.0% | +25.3% | +90.8% | +80.2% |
| All | +312.1% | +235.9% | +76.2% | +136.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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