+311.1%
ROST vs BBWI
-48.2%
+359.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.3% | -0.9% |
| 7D | +0.9% | -4.5% | +5.4% | +2.1% |
| 30D | +5.1% | +17.1% | -12.0% | +0.8% |
| 3M | -4.3% | +17.5% | -21.7% | -9.0% |
| 6M | +9.4% | +12.8% | -3.4% | +3.8% |
| YTD | +32.5% | +8.2% | +24.3% | +25.0% |
| 1Y | +46.9% | -1.8% | +48.7% | +40.0% |
| 3Y | +98.1% | -25.8% | +123.9% | +92.1% |
| 5Y | +116.9% | -68.0% | +185.0% | +158.2% |
| All | +311.1% | -48.2% | +359.3% | +237.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling