+142.1%
WBD vs ROST
+98.0%
+44.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -1.6% |
| 7D | -0.7% | +0.2% | -1.0% | -0.9% |
| 30D | +1.4% | -6.9% | +8.3% | +4.4% |
| 3M | +4.4% | -3.3% | +7.7% | +5.4% |
| 6M | +0.8% | +9.0% | -8.2% | -4.7% |
| YTD | -2.7% | +28.9% | -31.6% | -16.7% |
| 1Y | +73.4% | +54.0% | +19.4% | +32.5% |
| 3Y | +142.1% | +100.7% | +41.4% | +37.1% |
| All | +142.1% | +98.0% | +44.2% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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