+316.4%
ROST vs WST
+446.4%
-129.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.8% |
| 7D | +3.2% | +1.4% | +1.8% | +2.9% |
| 30D | +7.4% | +12.7% | -5.3% | +4.8% |
| 3M | -6.1% | +17.2% | -23.2% | -9.1% |
| 6M | +6.2% | +26.7% | -20.4% | +0.8% |
| YTD | +33.4% | +50.3% | -16.8% | +21.5% |
| 1Y | +48.8% | +50.2% | -1.4% | +35.4% |
| 3Y | +99.5% | +21.7% | +77.8% | +78.8% |
| 5Y | +112.7% | +2.0% | +110.6% | +96.0% |
| 10Y | +316.4% | +451.1% | -134.7% | +117.6% |
| All | +316.4% | +446.4% | -129.9% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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