+386.0%
WDC vs ROST
+53.4%
+332.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.4% |
| 7D | +4.4% | -2.5% | +6.9% | +4.5% |
| 30D | +5.3% | -10.3% | +15.6% | +6.0% |
| 3M | -5.9% | -2.6% | -3.3% | -6.4% |
| 6M | +73.2% | +6.5% | +66.7% | +63.6% |
| YTD | +167.8% | +25.9% | +141.9% | +143.2% |
| 1Y | +386.0% | +52.3% | +333.6% | +337.8% |
| All | +386.0% | +53.4% | +332.6% | +337.8% |
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