+71,250.3%
ROST vs WY
+612.4%
+70,637.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.1% | -3.0% |
| 7D | +0.3% | -0.8% | +1.1% | +0.5% |
| 30D | +0.5% | +10.1% | -9.6% | -3.0% |
| 3M | -5.2% | -15.4% | +10.1% | +0.2% |
| 6M | +9.8% | -8.3% | +18.1% | +12.3% |
| YTD | +29.4% | -9.8% | +39.2% | +32.5% |
| 1Y | +44.4% | -3.9% | +48.2% | +44.5% |
| 3Y | +95.0% | -23.3% | +118.3% | +107.8% |
| 5Y | +111.9% | -31.2% | +143.1% | +134.0% |
| 10Y | +301.2% | +5.5% | +295.7% | +263.2% |
| All | +71,250.3% | +612.4% | +70,637.8% | +27,780.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling