+301.5%
ROST vs NWSA
+148.1%
+153.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.7% | -5.0% | -3.5% |
| 7D | +0.3% | +2.2% | -1.9% | -0.7% |
| 30D | +0.5% | -8.8% | +9.2% | +4.1% |
| 3M | -5.2% | -6.5% | +1.3% | -3.0% |
| 6M | +9.8% | +1.5% | +8.3% | +7.9% |
| YTD | +29.4% | +4.0% | +25.4% | +24.8% |
| 1Y | +44.4% | +3.4% | +40.9% | +39.6% |
| 3Y | +95.0% | +34.8% | +60.2% | +63.3% |
| 5Y | +111.9% | +18.4% | +93.5% | +83.4% |
| All | +301.5% | +148.1% | +153.3% | +138.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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