+96.1%
ROST vs ITW
+18.9%
+77.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -2.5% | -2.4% | -0.1% | -1.5% |
| 30D | -10.3% | -9.5% | -0.7% | -6.3% |
| 3M | -2.6% | +6.6% | -9.2% | -5.7% |
| 6M | +6.5% | -1.8% | +8.3% | +6.8% |
| YTD | +25.9% | +9.0% | +16.9% | +19.8% |
| 1Y | +52.3% | +3.6% | +48.8% | +48.2% |
| All | +96.1% | +18.9% | +77.2% | +74.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling