+52.3%
ROST vs WU
-11.2%
+63.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | -2.5% | -5.0% | +2.5% | -2.1% |
| 30D | -10.3% | -2.3% | -8.0% | -10.1% |
| 3M | -2.6% | -3.2% | +0.6% | -2.5% |
| 6M | +6.5% | -25.0% | +31.6% | +9.1% |
| YTD | +25.9% | -21.7% | +47.6% | +28.2% |
| 1Y | +52.3% | -9.0% | +61.3% | +49.3% |
| All | +52.3% | -11.2% | +63.5% | +49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling