+302.7%
ROST vs WU
-39.5%
+342.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | -2.5% | -5.0% | +2.5% | -0.6% |
| 30D | -10.3% | -2.3% | -8.0% | -9.6% |
| 3M | -2.6% | -3.2% | +0.6% | -3.2% |
| 6M | +6.5% | -25.0% | +31.6% | +17.1% |
| YTD | +25.9% | -21.7% | +47.6% | +35.2% |
| 1Y | +52.3% | -9.0% | +61.3% | +51.7% |
| 3Y | +94.6% | -28.9% | +123.4% | +109.9% |
| 5Y | +111.1% | -51.0% | +162.1% | +168.9% |
| All | +302.7% | -39.5% | +342.2% | +355.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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