+318.1%
ROST vs WAT
+229.9%
+88.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +1.9% | +1.3% |
| 7D | -1.8% | +0.7% | -2.5% | -2.0% |
| 30D | +6.8% | +9.0% | -2.1% | +3.7% |
| 3M | -4.0% | +13.5% | -17.5% | -8.2% |
| 6M | +12.9% | +35.3% | -22.4% | +1.3% |
| YTD | +34.7% | +24.0% | +10.8% | +23.0% |
| 1Y | +49.5% | +22.0% | +27.5% | +37.3% |
| 3Y | +101.5% | +84.0% | +17.5% | +49.2% |
| 5Y | +120.7% | +34.4% | +86.3% | +82.5% |
| All | +318.1% | +229.9% | +88.2% | +168.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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