+70,808.4%
ROST vs BBWI
+1,034.6%
+69,773.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.3% | -1.4% |
| 7D | +0.9% | +1.5% | -0.6% | +0.4% |
| 30D | -8.9% | -5.2% | -3.7% | -7.8% |
| 3M | -0.8% | +11.1% | -11.9% | -5.9% |
| 6M | +8.5% | -13.4% | +21.9% | +9.9% |
| YTD | +28.6% | +0.1% | +28.5% | +22.9% |
| 1Y | +52.3% | -36.1% | +88.5% | +65.4% |
| 3Y | +94.8% | -44.1% | +138.9% | +105.9% |
| 5Y | +110.8% | -66.2% | +177.0% | +152.9% |
| 10Y | +304.5% | -54.8% | +359.3% | +248.0% |
| All | +70,808.4% | +1,034.6% | +69,773.8% | +13,483.9% |
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