+11,137.9%
ROST vs WCN
+6,839.3%
+4,298.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.1% |
| 7D | +0.9% | -0.6% | +1.6% | +1.1% |
| 30D | -8.9% | +0.4% | -9.3% | -9.0% |
| 3M | -0.8% | +7.3% | -8.1% | -2.8% |
| 6M | +8.5% | -2.5% | +11.0% | +8.7% |
| YTD | +28.6% | -5.4% | +34.0% | +29.5% |
| 1Y | +52.3% | -8.5% | +60.8% | +54.6% |
| 3Y | +94.8% | +20.8% | +74.0% | +82.8% |
| 5Y | +110.8% | +30.0% | +80.7% | +93.6% |
| 10Y | +304.5% | +238.4% | +66.1% | +196.8% |
| All | +11,137.9% | +6,839.3% | +4,298.6% | +5,288.3% |
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