+97.9%
ROST vs BWA
+72.9%
+25.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.1% |
| 7D | +0.2% | +4.3% | -4.1% | -0.6% |
| 30D | -10.0% | -2.9% | -7.1% | -9.6% |
| 3M | +1.2% | -12.4% | +13.6% | +3.5% |
| 6M | +8.9% | +28.6% | -19.6% | +3.2% |
| YTD | +28.1% | +48.2% | -20.2% | +16.1% |
| 1Y | +53.0% | +50.9% | +2.0% | +37.7% |
| 3Y | +97.9% | +72.2% | +25.7% | +67.1% |
| All | +97.9% | +72.9% | +25.0% | +67.1% |
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 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