+96.1%
ROST vs WY
-25.0%
+121.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.7% | +0.8% |
| 7D | -2.5% | -3.7% | +1.2% | -1.5% |
| 30D | -10.3% | -11.3% | +1.0% | -7.4% |
| 3M | -2.6% | -8.1% | +5.6% | -0.7% |
| 6M | +6.5% | -7.4% | +14.0% | +8.3% |
| YTD | +25.9% | -4.7% | +30.6% | +26.5% |
| 1Y | +52.3% | -9.2% | +61.5% | +54.9% |
| All | +96.1% | -25.0% | +121.2% | +103.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling