+111.9%
ROST vs BBWI
-66.7%
+178.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.3% |
| 7D | +0.2% | +1.6% | -1.3% | -0.2% |
| 30D | -10.0% | -6.2% | -3.8% | -9.0% |
| 3M | +1.2% | +4.3% | -3.1% | -0.9% |
| 6M | +8.9% | -7.2% | +16.1% | +8.4% |
| YTD | +28.1% | -3.0% | +31.1% | +25.2% |
| 1Y | +53.0% | -30.8% | +83.7% | +61.5% |
| 3Y | +97.9% | -43.4% | +141.3% | +107.2% |
| All | +111.9% | -66.7% | +178.7% | +178.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling