+94.5%
ROST vs WST
+16.9%
+77.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.6% | -1.9% |
| 7D | +1.2% | -3.1% | +4.3% | +1.5% |
| 30D | +2.5% | +9.1% | -6.6% | +1.8% |
| 3M | -9.0% | +14.7% | -23.6% | -9.9% |
| 6M | +1.3% | +28.0% | -26.7% | -0.8% |
| YTD | +29.1% | +45.6% | -16.6% | +24.8% |
| 1Y | +45.4% | +45.7% | -0.2% | +40.5% |
| All | +94.5% | +16.9% | +77.5% | +77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling