+112.7%
ROST vs WEC
+53.9%
+58.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +3.2% | +1.4% | +1.8% | +2.9% |
| 30D | +7.4% | +12.8% | -5.4% | +4.8% |
| 3M | -6.1% | +11.2% | -17.3% | -8.1% |
| 6M | +6.2% | +6.6% | -0.4% | +4.6% |
| YTD | +33.4% | +13.8% | +19.6% | +29.4% |
| 1Y | +48.8% | +7.6% | +41.2% | +46.1% |
| 3Y | +99.5% | +62.2% | +37.3% | +75.0% |
| 5Y | +112.7% | +52.0% | +60.7% | +85.8% |
| All | +112.7% | +53.9% | +58.7% | +85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling