+68,974.5%
ROST vs BWA
+3,492.4%
+65,482.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.3% |
| 7D | +0.9% | +5.7% | -4.7% | -0.9% |
| 30D | -8.9% | +1.4% | -10.3% | -9.5% |
| 3M | -0.8% | -12.1% | +11.3% | +2.9% |
| 6M | +8.5% | +28.6% | -20.1% | -1.6% |
| YTD | +28.6% | +51.1% | -22.5% | +8.7% |
| 1Y | +52.3% | +55.9% | -3.5% | +27.2% |
| 3Y | +94.8% | +70.1% | +24.7% | +53.0% |
| 5Y | +110.8% | +90.7% | +20.1% | +56.6% |
| 10Y | +304.5% | +154.0% | +150.6% | +160.2% |
| All | +68,974.5% | +3,492.4% | +65,482.1% | +17,988.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling