+70,520.4%
ROST vs WY
+676.8%
+69,843.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.1% |
| 7D | +0.2% | -2.1% | +2.3% | +1.0% |
| 30D | -10.0% | -10.5% | +0.5% | -6.4% |
| 3M | +1.2% | -4.9% | +6.1% | +2.6% |
| 6M | +8.9% | -4.9% | +13.9% | +10.2% |
| YTD | +28.1% | -1.7% | +29.7% | +27.6% |
| 1Y | +53.0% | -9.4% | +62.3% | +56.6% |
| 3Y | +97.9% | -22.3% | +120.2% | +110.4% |
| 5Y | +112.0% | -20.5% | +132.5% | +122.9% |
| 10Y | +303.0% | +4.9% | +298.0% | +264.8% |
| All | +70,520.4% | +676.8% | +69,843.6% | +26,743.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling