+96.0%
ROST vs WU
-28.6%
+124.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | -2.2% | -4.9% | +2.7% | -1.4% |
| 30D | -11.4% | -1.3% | -10.1% | -11.2% |
| 3M | -1.6% | -3.6% | +1.9% | -1.8% |
| 6M | +6.8% | -24.3% | +31.2% | +12.2% |
| YTD | +25.8% | -21.1% | +46.9% | +30.5% |
| 1Y | +52.4% | -10.3% | +62.7% | +52.2% |
| All | +96.0% | -28.6% | +124.6% | +102.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling