+95.0%
ROST vs BWA
+64.0%
+31.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | +0.3% | +4.3% | -4.0% | -0.5% |
| 30D | +0.5% | -13.0% | +13.5% | +3.0% |
| 3M | -5.2% | -24.8% | +19.6% | -0.4% |
| 6M | +9.8% | -23.5% | +33.3% | +14.7% |
| YTD | +29.4% | +13.8% | +15.5% | +21.8% |
| 1Y | +44.4% | +13.4% | +30.9% | +35.7% |
| 3Y | +95.0% | +62.8% | +32.2% | +64.3% |
| All | +95.0% | +64.0% | +31.0% | +64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling