+312.1%
ROST vs WAB
+296.8%
+15.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.3% | +1.9% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | -6.9% | -4.1% | -2.8% | -5.1% |
| 3M | -3.3% | +8.2% | -11.5% | -7.4% |
| 6M | +9.0% | +15.4% | -6.4% | +1.0% |
| YTD | +28.9% | +33.1% | -4.3% | +11.4% |
| 1Y | +54.0% | +48.1% | +5.9% | +26.2% |
| 3Y | +100.7% | +167.7% | -67.0% | +20.6% |
| 5Y | +116.0% | +225.7% | -109.7% | +16.6% |
| All | +312.1% | +296.8% | +15.3% | +77.7% |
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