+312.1%
ROST vs WY
+7.6%
+304.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.2% |
| 7D | +0.2% | -4.2% | +4.4% | +2.1% |
| 30D | -6.9% | -10.1% | +3.2% | -2.4% |
| 3M | -3.3% | -8.5% | +5.2% | 0.0% |
| 6M | +9.0% | -3.3% | +12.4% | +9.7% |
| YTD | +28.9% | -4.4% | +33.3% | +29.6% |
| 1Y | +54.0% | -11.5% | +65.5% | +60.2% |
| 3Y | +100.7% | -24.3% | +125.0% | +118.8% |
| 5Y | +116.0% | -21.3% | +137.3% | +129.6% |
| All | +312.1% | +7.6% | +304.5% | +250.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling