+17,845.4%
WDC vs ROST
+70,186.3%
-52,340.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.4% | +6.3% | +6.0% |
| 7D | +1.7% | +0.9% | +0.8% | +1.4% |
| 30D | -10.0% | -8.9% | -1.1% | -7.6% |
| 3M | -18.8% | -0.8% | -17.9% | -19.4% |
| 6M | +79.0% | +8.5% | +70.5% | +72.5% |
| YTD | +171.6% | +28.6% | +143.0% | +148.3% |
| 1Y | +417.4% | +52.3% | +365.1% | +347.3% |
| 3Y | +1,251.8% | +94.8% | +1,156.9% | +975.4% |
| 5Y | +911.7% | +110.8% | +800.9% | +671.8% |
| 10Y | +1,399.6% | +304.5% | +1,095.1% | +846.9% |
| All | +17,845.4% | +70,186.3% | -52,340.9% | +3,077.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling