+73,489.2%
ROST vs BBWI
+1,159.1%
+72,330.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +3.2% | -4.2% | +7.4% | +4.7% |
| 30D | +7.4% | +24.9% | -17.4% | -0.5% |
| 3M | -6.1% | +13.2% | -19.3% | -11.0% |
| 6M | +6.2% | +12.1% | -5.9% | -0.7% |
| YTD | +33.4% | +11.1% | +22.4% | +22.3% |
| 1Y | +48.8% | +0.7% | +48.1% | +37.8% |
| 3Y | +99.5% | -23.8% | +123.3% | +88.4% |
| 5Y | +112.7% | -66.9% | +179.6% | +156.1% |
| 10Y | +316.4% | -45.3% | +361.8% | +232.9% |
| All | +73,489.2% | +1,159.1% | +72,330.1% | +13,415.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling