+82,237.3%
ROST vs WAB
+4,092.2%
+78,145.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | +0.9% | -3.2% | +4.1% | +1.9% |
| 30D | -8.9% | -4.4% | -4.5% | -7.7% |
| 3M | -0.8% | +7.9% | -8.7% | -3.4% |
| 6M | +8.5% | +8.7% | -0.2% | +5.2% |
| YTD | +28.6% | +33.0% | -4.4% | +17.5% |
| 1Y | +52.3% | +46.7% | +5.7% | +35.0% |
| 3Y | +94.8% | +153.0% | -58.1% | +45.6% |
| 5Y | +110.8% | +222.3% | -111.5% | +46.5% |
| 10Y | +304.5% | +291.0% | +13.6% | +156.2% |
| All | +82,237.3% | +4,092.2% | +78,145.0% | +26,610.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling