+417.4%
WDC vs ROST
+54.0%
+363.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.4% | +6.3% | +5.9% |
| 7D | +1.7% | +0.9% | +0.8% | +1.7% |
| 30D | -10.0% | -8.9% | -1.1% | -9.4% |
| 3M | -18.8% | -0.8% | -17.9% | -19.1% |
| 6M | +79.0% | +8.5% | +70.5% | +69.5% |
| YTD | +171.6% | +28.6% | +143.0% | +147.2% |
| 1Y | +417.4% | +52.3% | +365.1% | +371.6% |
| All | +417.4% | +54.0% | +363.4% | +371.6% |
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