+114.6%
ROST vs GWW
+222.0%
-107.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.7% | +2.1% |
| 7D | +0.2% | -3.4% | +3.6% | +1.4% |
| 30D | -6.9% | -1.9% | -5.0% | -6.3% |
| 3M | -3.3% | -2.4% | -0.9% | -2.9% |
| 6M | +9.0% | +15.7% | -6.7% | +2.8% |
| YTD | +28.9% | +27.6% | +1.3% | +16.4% |
| 1Y | +54.0% | +27.2% | +26.8% | +39.0% |
| 3Y | +100.7% | +89.7% | +11.0% | +51.0% |
| All | +114.6% | +222.0% | -107.4% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling