+52.3%
ROST vs BBWI
-34.3%
+86.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.3% | -0.6% |
| 7D | +0.9% | +1.5% | -0.6% | +0.9% |
| 30D | -8.9% | -5.2% | -3.7% | -8.7% |
| 3M | -0.8% | +11.1% | -11.9% | -1.8% |
| 6M | +8.5% | -13.4% | +21.9% | +8.9% |
| YTD | +28.6% | +0.1% | +28.5% | +28.3% |
| 1Y | +52.3% | -36.1% | +88.5% | +61.5% |
| All | +52.3% | -34.3% | +86.6% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling