+52.3%
ROST vs ITW
+5.8%
+46.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.2% |
| 7D | +0.9% | -3.6% | +4.5% | +2.3% |
| 30D | -8.9% | -9.1% | +0.3% | -5.6% |
| 3M | -0.8% | +8.2% | -9.0% | -4.3% |
| 6M | +8.5% | -4.8% | +13.3% | +9.6% |
| YTD | +28.6% | +11.0% | +17.6% | +20.5% |
| 1Y | +52.3% | +4.2% | +48.1% | +46.4% |
| All | +52.3% | +5.8% | +46.6% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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