+312.1%
ROST vs ITW
+194.8%
+117.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +1.7% |
| 7D | +0.2% | -0.7% | +0.9% | +0.7% |
| 30D | -6.9% | -8.3% | +1.5% | -1.8% |
| 3M | -3.3% | +6.0% | -9.3% | -7.2% |
| 6M | +9.0% | 0.0% | +9.1% | +8.3% |
| YTD | +28.9% | +10.2% | +18.6% | +19.9% |
| 1Y | +54.0% | +3.2% | +50.8% | +49.0% |
| 3Y | +100.7% | +21.0% | +79.7% | +72.4% |
| 5Y | +116.0% | +37.9% | +78.1% | +67.0% |
| All | +312.1% | +194.8% | +117.3% | +121.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling