+95.0%
ROST vs WY
-23.6%
+118.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.1% | -2.8% |
| 7D | +0.3% | -0.8% | +1.1% | +0.5% |
| 30D | +0.5% | +10.1% | -9.6% | -2.1% |
| 3M | -5.2% | -15.4% | +10.1% | -1.1% |
| 6M | +9.8% | -8.3% | +18.1% | +11.6% |
| YTD | +29.4% | -9.8% | +39.2% | +31.6% |
| 1Y | +44.4% | -3.9% | +48.2% | +43.9% |
| 3Y | +95.0% | -23.3% | +118.3% | +106.1% |
| All | +95.0% | -23.6% | +118.6% | +106.1% |
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