+65,906.5%
ROST vs WWD
+15,408.5%
+50,498.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | +0.9% | +1.3% | -0.4% | +0.6% |
| 30D | -8.9% | -7.2% | -1.7% | -7.1% |
| 3M | -0.8% | -3.8% | +3.0% | -0.5% |
| 6M | +8.5% | -9.9% | +18.4% | +10.4% |
| YTD | +28.6% | +14.8% | +13.8% | +21.8% |
| 1Y | +52.3% | +42.1% | +10.3% | +35.3% |
| 3Y | +94.8% | +170.8% | -76.0% | +41.0% |
| 5Y | +110.8% | +197.5% | -86.7% | +46.9% |
| 10Y | +304.5% | +477.8% | -173.3% | +131.9% |
| All | +65,906.5% | +15,408.5% | +50,498.0% | +16,442.4% |
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