+111.1%
ROST vs WPM
+252.7%
-141.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +0.5% |
| 7D | -2.5% | -3.6% | +1.1% | -2.1% |
| 30D | -10.3% | +12.5% | -22.8% | -11.4% |
| 3M | -2.6% | +40.6% | -43.2% | -6.3% |
| 6M | +6.5% | +0.5% | +6.0% | +6.0% |
| YTD | +25.9% | +29.0% | -3.1% | +21.0% |
| 1Y | +52.3% | +43.8% | +8.5% | +44.0% |
| 3Y | +94.6% | +266.3% | -171.7% | +56.4% |
| 5Y | +111.1% | +255.1% | -144.0% | +55.9% |
| All | +111.1% | +252.7% | -141.6% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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