+88.5%
WDC vs ROST
+43.7%
+44.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.3% | -2.7% | -4.6% |
| 7D | +12.1% | +0.3% | +11.8% | +12.2% |
| 30D | -18.8% | +0.5% | -19.3% | -18.2% |
| 3M | -39.3% | -5.2% | -34.1% | -38.5% |
| 6M | -40.1% | +9.8% | -50.0% | -43.2% |
| YTD | +71.8% | +29.4% | +42.4% | +51.6% |
| 1Y | +88.5% | +44.4% | +44.1% | +64.0% |
| All | +88.5% | +43.7% | +44.7% | +64.0% |
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