+11,208.0%
ROST vs WCN
+8,080.5%
+3,127.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.4% | -2.4% |
| 7D | +0.3% | +2.6% | -2.3% | -0.4% |
| 30D | +0.5% | +23.9% | -23.5% | -5.0% |
| 3M | -5.2% | +17.4% | -22.7% | -9.2% |
| 6M | +9.8% | +28.0% | -18.2% | +2.7% |
| YTD | +29.4% | +11.6% | +17.8% | +24.7% |
| 1Y | +44.4% | +16.9% | +27.5% | +37.5% |
| 3Y | +95.0% | +51.6% | +43.4% | +72.4% |
| 5Y | +111.9% | +48.0% | +63.9% | +88.1% |
| 10Y | +301.2% | +322.6% | -21.3% | +178.2% |
| All | +11,208.0% | +8,080.5% | +3,127.4% | +5,089.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling