+567.0%
WDC vs ROST
+109.2%
+457.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.3% | -2.7% | -4.0% |
| 7D | +12.1% | +0.3% | +11.8% | +12.1% |
| 30D | -18.8% | +0.5% | -19.3% | -18.9% |
| 3M | -39.3% | -5.2% | -34.1% | -38.1% |
| 6M | -40.1% | +9.8% | -50.0% | -43.8% |
| YTD | +71.8% | +29.4% | +42.4% | +49.6% |
| 1Y | +88.5% | +44.4% | +44.1% | +55.8% |
| 3Y | +770.0% | +95.0% | +675.0% | +512.6% |
| All | +567.0% | +109.2% | +457.8% | +321.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling