+113.2%
WDC vs ROST
+54.7%
+58.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +6.1% | -12.9% | -6.7% |
| 7D | -18.3% | +7.8% | -26.1% | -18.3% |
| 30D | -26.7% | +8.6% | -35.2% | -26.7% |
| 3M | -40.9% | -1.9% | -39.0% | -40.5% |
| 6M | -26.8% | +9.1% | -35.9% | -28.2% |
| YTD | +88.2% | +37.2% | +50.9% | +64.2% |
| 1Y | +113.2% | +52.7% | +60.5% | +87.7% |
| All | +113.2% | +54.7% | +58.5% | +87.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling