+303.0%
ROST vs CDW
+263.0%
+40.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.2% | +4.8% | +1.7% |
| 7D | +0.2% | -3.9% | +4.1% | +1.7% |
| 30D | -10.0% | +6.9% | -16.9% | -12.9% |
| 3M | +1.2% | +7.7% | -6.5% | -3.6% |
| 6M | +8.9% | +18.3% | -9.4% | -3.6% |
| YTD | +28.1% | +7.8% | +20.3% | +17.4% |
| 1Y | +53.0% | -12.2% | +65.1% | +53.9% |
| 3Y | +97.9% | -28.9% | +126.8% | +112.9% |
| 5Y | +112.0% | -22.8% | +134.8% | +112.3% |
| 10Y | +303.0% | +266.1% | +36.9% | +119.2% |
| All | +303.0% | +263.0% | +40.0% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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