+308.5%
ROST vs WEC
+141.2%
+167.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.5% |
| 7D | -2.2% | +0.4% | -2.6% | -2.3% |
| 30D | -11.4% | +0.9% | -12.3% | -11.7% |
| 3M | -1.6% | -5.3% | +3.7% | -0.4% |
| 6M | +6.8% | -6.6% | +13.4% | +8.5% |
| YTD | +25.8% | +3.3% | +22.5% | +24.2% |
| 1Y | +52.4% | +2.1% | +50.3% | +50.8% |
| 3Y | +94.4% | +39.6% | +54.8% | +74.0% |
| 5Y | +108.2% | +31.2% | +77.0% | +88.1% |
| 10Y | +308.5% | +148.4% | +160.1% | +227.9% |
| All | +308.5% | +141.2% | +167.3% | +227.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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