+112.0%
ROST vs WCN
+48.0%
+64.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.4% | -2.4% |
| 7D | +0.3% | +2.6% | -2.3% | -0.6% |
| 30D | +0.5% | +23.9% | -23.5% | -6.3% |
| 3M | -5.2% | +17.4% | -22.7% | -10.1% |
| 6M | +9.8% | +28.0% | -18.2% | +0.9% |
| YTD | +29.4% | +11.6% | +17.8% | +24.3% |
| 1Y | +44.4% | +16.9% | +27.5% | +35.9% |
| 3Y | +95.0% | +51.6% | +43.4% | +55.7% |
| All | +112.0% | +48.0% | +64.0% | +73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling