+71,068.6%
ROST vs WST
+14,518.0%
+56,550.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.6% | -2.3% |
| 7D | +1.2% | -3.1% | +4.3% | +2.1% |
| 30D | +2.5% | +9.1% | -6.6% | +0.1% |
| 3M | -9.0% | +14.7% | -23.6% | -12.3% |
| 6M | +1.3% | +28.0% | -26.7% | -5.5% |
| YTD | +29.1% | +45.6% | -16.6% | +15.4% |
| 1Y | +45.4% | +45.7% | -0.2% | +30.0% |
| 3Y | +94.9% | +21.1% | +73.8% | +69.5% |
| 5Y | +104.0% | +0.3% | +103.7% | +82.5% |
| 10Y | +314.8% | +449.0% | -134.2% | +112.6% |
| All | +71,068.6% | +14,518.0% | +56,550.6% | +13,359.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling