+66,317.9%
ROST vs WWD
+14,675.7%
+51,642.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.2% |
| 7D | +0.3% | +4.0% | -3.7% | -0.8% |
| 30D | +0.5% | +0.4% | +0.1% | +0.2% |
| 3M | -5.2% | -7.9% | +2.7% | -3.4% |
| 6M | +9.8% | -10.6% | +20.5% | +12.0% |
| YTD | +29.4% | +9.4% | +20.0% | +23.8% |
| 1Y | +44.4% | +25.7% | +18.6% | +32.5% |
| 3Y | +95.0% | +148.5% | -53.5% | +44.2% |
| 5Y | +111.9% | +189.5% | -77.7% | +48.4% |
| 10Y | +301.2% | +451.8% | -150.5% | +132.4% |
| All | +66,317.9% | +14,675.7% | +51,642.2% | +16,717.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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