+112.0%
ROST vs IWF
+55.4%
+56.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.6% |
| 7D | +0.3% | +2.8% | -2.6% | -1.5% |
| 30D | +0.5% | -7.5% | +8.0% | +5.3% |
| 3M | -5.2% | -8.5% | +3.2% | -0.2% |
| 6M | +9.8% | -7.4% | +17.2% | +14.2% |
| YTD | +29.4% | -2.6% | +32.0% | +29.6% |
| 1Y | +44.4% | -1.8% | +46.2% | +43.7% |
| 3Y | +95.0% | +65.5% | +29.5% | +27.9% |
| All | +112.0% | +55.4% | +56.6% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling