+111.1%
ROST vs NWSA
+39.0%
+72.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | -2.5% | -4.8% | +2.3% | -0.7% |
| 30D | -10.3% | +3.0% | -13.2% | -11.3% |
| 3M | -2.6% | +9.3% | -11.9% | -6.0% |
| 6M | +6.5% | +23.2% | -16.7% | -2.4% |
| YTD | +25.9% | +13.3% | +12.6% | +18.7% |
| 1Y | +52.3% | +2.9% | +49.5% | +49.0% |
| 3Y | +94.6% | +43.3% | +51.2% | +60.3% |
| 5Y | +111.1% | +40.9% | +70.2% | +71.1% |
| All | +111.1% | +39.0% | +72.1% | +71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling