+8,919.3%
WMT vs ROST
+69,900.8%
-60,981.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | -5.0% | -10.0% | +5.0% | -3.0% |
| 3M | -11.3% | +1.2% | -12.5% | -11.6% |
| 6M | -13.8% | +8.9% | -22.7% | -15.4% |
| YTD | -4.2% | +28.1% | -32.3% | -8.9% |
| 1Y | +4.6% | +53.0% | -48.4% | -4.1% |
| 3Y | +100.5% | +97.9% | +2.6% | +74.1% |
| 5Y | +129.7% | +112.0% | +17.7% | +93.0% |
| 10Y | +423.4% | +303.0% | +120.5% | +270.9% |
| All | +8,919.3% | +69,900.8% | -60,981.6% | +2,262.9% |
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 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