+4,305.9%
ROST vs WU
-21.8%
+4,327.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.8% |
| 7D | +0.3% | -2.0% | +2.3% | +0.9% |
| 30D | +0.5% | +11.4% | -10.9% | -3.4% |
| 3M | -5.2% | -6.8% | +1.6% | -3.3% |
| 6M | +9.8% | -14.6% | +24.5% | +13.8% |
| YTD | +29.4% | -20.6% | +50.0% | +36.6% |
| 1Y | +44.4% | -15.4% | +59.7% | +48.7% |
| 3Y | +95.0% | -23.6% | +118.6% | +103.5% |
| 5Y | +111.9% | -43.4% | +155.2% | +142.0% |
| 10Y | +301.2% | -38.8% | +340.0% | +342.7% |
| All | +4,305.9% | -21.8% | +4,327.8% | +4,045.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling