+111.1%
ROST vs WCN
+25.5%
+85.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.5% |
| 7D | -2.5% | -4.4% | +1.9% | -1.1% |
| 30D | -10.3% | -4.4% | -5.8% | -9.0% |
| 3M | -2.6% | +0.5% | -3.1% | -2.9% |
| 6M | +6.5% | -3.3% | +9.8% | +7.3% |
| YTD | +25.9% | -8.5% | +34.4% | +29.0% |
| 1Y | +52.3% | -8.9% | +61.3% | +56.1% |
| 3Y | +94.6% | +18.0% | +76.5% | +71.3% |
| 5Y | +111.1% | +25.0% | +86.1% | +77.0% |
| All | +111.1% | +25.5% | +85.7% | +77.0% |
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 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