+301.5%
ROST vs WAB
+266.7%
+34.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.0% |
| 7D | +0.3% | +5.1% | -4.8% | -2.0% |
| 30D | +0.5% | +4.0% | -3.5% | -1.4% |
| 3M | -5.2% | +0.1% | -5.3% | -5.5% |
| 6M | +9.8% | +12.8% | -3.0% | +2.8% |
| YTD | +29.4% | +40.1% | -10.7% | +8.9% |
| 1Y | +44.4% | +46.4% | -2.0% | +18.9% |
| 3Y | +95.0% | +167.4% | -72.4% | +16.7% |
| 5Y | +111.9% | +215.0% | -103.2% | +15.2% |
| All | +301.5% | +266.7% | +34.8% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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