+95.0%
ROST vs WU
-23.0%
+118.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.6% |
| 7D | +0.3% | -2.0% | +2.3% | +0.6% |
| 30D | +0.5% | +11.4% | -10.9% | -1.5% |
| 3M | -5.2% | -6.8% | +1.6% | -4.3% |
| 6M | +9.8% | -14.6% | +24.5% | +12.3% |
| YTD | +29.4% | -20.6% | +50.0% | +33.8% |
| 1Y | +44.4% | -15.4% | +59.7% | +46.6% |
| 3Y | +95.0% | -23.6% | +118.6% | +98.9% |
| All | +95.0% | -23.0% | +118.0% | +98.9% |
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