+44.4%
ROST vs WAB
+42.5%
+1.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.1% |
| 7D | +0.3% | +5.1% | -4.8% | -1.1% |
| 30D | +0.5% | +4.0% | -3.5% | -0.6% |
| 3M | -5.2% | +0.1% | -5.3% | -5.4% |
| 6M | +9.8% | +12.8% | -3.0% | +5.4% |
| YTD | +29.4% | +40.1% | -10.7% | +11.1% |
| 1Y | +44.4% | +46.4% | -2.0% | +19.6% |
| All | +44.4% | +42.5% | +1.8% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling