+108.2%
ROST vs BWA
+89.5%
+18.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.3% |
| 7D | -2.2% | +0.1% | -2.4% | -2.3% |
| 30D | -11.4% | -5.6% | -5.9% | -10.0% |
| 3M | -1.6% | -10.7% | +9.1% | +1.4% |
| 6M | +6.8% | +23.2% | -16.3% | -1.3% |
| YTD | +25.8% | +46.0% | -20.2% | +7.5% |
| 1Y | +52.4% | +51.2% | +1.2% | +28.3% |
| 3Y | +94.4% | +69.6% | +24.8% | +53.0% |
| 5Y | +108.2% | +86.6% | +21.6% | +44.6% |
| All | +108.2% | +89.5% | +18.7% | +44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling