+108.2%
ROST vs WAB
+224.0%
-115.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.2% |
| 7D | -2.2% | +0.2% | -2.5% | -2.3% |
| 30D | -11.4% | -4.6% | -6.9% | -9.7% |
| 3M | -1.6% | +5.6% | -7.3% | -4.8% |
| 6M | +6.8% | +13.8% | -7.0% | -0.5% |
| YTD | +25.8% | +31.9% | -6.0% | +9.1% |
| 1Y | +52.4% | +48.3% | +4.1% | +24.5% |
| 3Y | +94.4% | +167.1% | -72.8% | +10.5% |
| 5Y | +108.2% | +222.9% | -114.7% | +1.3% |
| All | +108.2% | +224.0% | -115.8% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling