+312.1%
ROST vs WAT
+170.9%
+141.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.7% | +1.8% |
| 7D | +0.2% | -0.3% | +0.5% | +0.3% |
| 30D | -6.9% | -1.9% | -5.0% | -6.3% |
| 3M | -3.3% | +13.5% | -16.8% | -7.6% |
| 6M | +9.0% | +37.2% | -28.2% | -3.0% |
| YTD | +28.9% | +7.5% | +21.4% | +23.6% |
| 1Y | +54.0% | +35.0% | +19.0% | +35.8% |
| 3Y | +100.7% | +55.1% | +45.6% | +58.3% |
| 5Y | +116.0% | -2.8% | +118.8% | +103.3% |
| All | +312.1% | +170.9% | +141.2% | +169.8% |
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