+311.1%
ROST vs WEC
+195.2%
+115.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +0.9% | -0.7% | +1.6% | +1.1% |
| 30D | +5.1% | +11.0% | -5.8% | +2.2% |
| 3M | -4.3% | +8.6% | -12.9% | -6.4% |
| 6M | +9.4% | +6.2% | +3.3% | +7.4% |
| YTD | +32.5% | +14.3% | +18.2% | +27.3% |
| 1Y | +46.9% | +8.4% | +38.5% | +43.2% |
| 3Y | +98.1% | +62.9% | +35.2% | +69.8% |
| 5Y | +116.9% | +55.8% | +61.1% | +86.5% |
| All | +311.1% | +195.2% | +115.9% | +220.7% |
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