+710.7%
ROST vs NWSA
+123.2%
+587.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.1% |
| 7D | 0.0% | -2.6% | +2.7% | +1.1% |
| 30D | -10.2% | +4.6% | -14.7% | -11.7% |
| 3M | +1.0% | +10.2% | -9.2% | -3.0% |
| 6M | +8.7% | +21.6% | -12.9% | -0.1% |
| YTD | +27.8% | +14.6% | +13.2% | +19.7% |
| 1Y | +52.7% | +0.4% | +52.3% | +50.3% |
| 3Y | +97.5% | +45.0% | +52.5% | +64.8% |
| 5Y | +111.6% | +41.3% | +70.3% | +74.4% |
| 10Y | +302.2% | +142.8% | +159.4% | +151.9% |
| All | +710.7% | +123.2% | +587.5% | +421.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling