+991.6%
WDC vs ROST
+108.0%
+883.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.8% |
| 7D | +7.5% | -2.2% | +9.7% | +8.4% |
| 30D | +10.1% | -11.4% | +21.5% | +15.2% |
| 3M | -6.8% | -1.6% | -5.2% | -7.7% |
| 6M | +84.1% | +6.8% | +77.3% | +74.8% |
| YTD | +180.3% | +25.8% | +154.4% | +147.1% |
| 1Y | +411.1% | +52.4% | +358.7% | +310.8% |
| 3Y | +1,375.0% | +94.4% | +1,280.6% | +941.2% |
| 5Y | +991.6% | +108.2% | +883.3% | +591.7% |
| All | +991.6% | +108.0% | +883.5% | +591.7% |
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