+96.1%
ROST vs IWF
+75.5%
+20.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | -2.5% | -1.7% | -0.8% | -1.7% |
| 30D | -10.3% | -1.8% | -8.4% | -9.6% |
| 3M | -2.6% | +1.5% | -4.0% | -3.6% |
| 6M | +6.5% | +7.7% | -1.2% | +2.0% |
| YTD | +25.9% | +2.7% | +23.2% | +23.3% |
| 1Y | +52.3% | +6.8% | +45.6% | +46.0% |
| All | +96.1% | +75.5% | +20.6% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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