+296.4%
WBD vs ROST
+4,082.4%
-3,786.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -0.7% | +0.2% | -0.9% | -0.8% |
| 30D | +5.0% | -10.0% | +15.0% | +9.5% |
| 3M | +6.2% | +1.2% | +5.0% | +5.1% |
| 6M | +0.6% | +8.9% | -8.3% | -4.1% |
| YTD | -2.4% | +28.1% | -30.5% | -13.5% |
| 1Y | +127.7% | +53.0% | +74.7% | +86.6% |
| 3Y | +148.4% | +97.9% | +50.6% | +81.5% |
| 5Y | +4.2% | +112.0% | -107.8% | -27.9% |
| 10Y | +10.8% | +303.0% | -292.2% | -44.3% |
| All | +296.4% | +4,082.4% | -3,786.1% | -30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling