+303.0%
ROST vs WST
+321.8%
-18.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.3% |
| 7D | +0.2% | -0.3% | +0.5% | +0.3% |
| 30D | -10.0% | -4.6% | -5.4% | -9.1% |
| 3M | +1.2% | +5.7% | -4.5% | -0.2% |
| 6M | +8.9% | +37.6% | -28.6% | +1.3% |
| YTD | +28.1% | +23.0% | +5.0% | +21.6% |
| 1Y | +53.0% | +33.8% | +19.1% | +42.2% |
| 3Y | +97.9% | -13.4% | +111.2% | +92.8% |
| 5Y | +112.0% | -27.0% | +138.9% | +112.0% |
| 10Y | +303.0% | +324.5% | -21.6% | +127.2% |
| All | +303.0% | +321.8% | -18.9% | +127.2% |
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