+1,359.8%
WDC vs ROST
+97.9%
+1,261.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.3% |
| 7D | +6.0% | +0.2% | +5.8% | +5.9% |
| 30D | +9.9% | -10.0% | +19.9% | +13.6% |
| 3M | -9.4% | +1.2% | -10.6% | -11.2% |
| 6M | +94.7% | +8.9% | +85.8% | +83.2% |
| YTD | +177.4% | +28.1% | +149.3% | +143.0% |
| 1Y | +412.6% | +53.0% | +359.6% | +314.0% |
| 3Y | +1,359.8% | +97.9% | +1,261.9% | +931.9% |
| All | +1,359.8% | +97.9% | +1,261.9% | +931.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling