+302.7%
ROST vs BBWI
-57.7%
+360.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.5% |
| 7D | -2.5% | -8.0% | +5.5% | -0.4% |
| 30D | -10.3% | -6.6% | -3.7% | -9.1% |
| 3M | -2.6% | -2.7% | +0.1% | -3.2% |
| 6M | +6.5% | -12.8% | +19.3% | +7.6% |
| YTD | +25.9% | -10.5% | +36.4% | +25.3% |
| 1Y | +52.3% | -35.3% | +87.7% | +62.8% |
| 3Y | +94.6% | -47.7% | +142.3% | +108.3% |
| 5Y | +111.1% | -68.9% | +180.0% | +152.9% |
| All | +302.7% | -57.7% | +360.4% | +252.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling