+104.6%
ROST vs WST
-2.2%
+106.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.6% | -2.0% |
| 7D | +1.2% | -3.1% | +4.3% | +1.7% |
| 30D | +2.5% | +9.1% | -6.6% | +1.1% |
| 3M | -9.0% | +14.7% | -23.6% | -10.8% |
| 6M | +1.3% | +28.0% | -26.7% | -2.6% |
| YTD | +29.1% | +45.6% | -16.6% | +21.1% |
| 1Y | +45.4% | +45.7% | -0.2% | +36.4% |
| 3Y | +94.9% | +21.1% | +73.8% | +78.9% |
| All | +104.6% | -2.2% | +106.8% | +97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling