+52.7%
ROST vs GWW
+55.5%
-2.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +6.5% | -0.4% | +4.5% |
| 7D | +7.8% | +11.1% | -3.3% | +5.3% |
| 30D | +8.6% | +15.7% | -7.2% | +5.3% |
| 3M | -1.9% | +14.8% | -16.7% | -4.7% |
| 6M | +9.1% | +30.9% | -21.8% | +2.0% |
| YTD | +37.2% | +48.5% | -11.2% | +18.1% |
| 1Y | +52.7% | +57.1% | -4.4% | +24.7% |
| All | +52.7% | +55.5% | -2.7% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling