+302.7%
ROST vs BWA
+153.1%
+149.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | -2.5% | -0.1% | -2.4% | -2.5% |
| 30D | -10.3% | -5.5% | -4.8% | -8.4% |
| 3M | -2.6% | -7.6% | +5.0% | -0.1% |
| 6M | +6.5% | +25.0% | -18.4% | -4.2% |
| YTD | +25.9% | +47.0% | -21.0% | +3.6% |
| 1Y | +52.3% | +54.0% | -1.7% | +22.4% |
| 3Y | +94.6% | +70.7% | +23.9% | +43.8% |
| 5Y | +111.1% | +86.7% | +24.4% | +44.4% |
| All | +302.7% | +153.1% | +149.6% | +119.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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