+642.9%
WDC vs ROST
+300.7%
+342.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.3% | -2.7% | -3.8% |
| 7D | +12.1% | +0.3% | +11.8% | +12.1% |
| 30D | -18.8% | +0.5% | -19.3% | -19.0% |
| 3M | -39.3% | -5.2% | -34.1% | -37.9% |
| 6M | -40.1% | +9.8% | -50.0% | -44.4% |
| YTD | +71.8% | +29.4% | +42.4% | +46.4% |
| 1Y | +88.5% | +44.4% | +44.1% | +51.1% |
| 3Y | +770.0% | +95.0% | +675.0% | +480.3% |
| 5Y | +549.0% | +111.9% | +437.2% | +297.6% |
| All | +642.9% | +300.7% | +342.2% | +258.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling