+108.2%
ROST vs WAT
-4.9%
+113.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.2% | -1.9% |
| 7D | -2.2% | -1.8% | -0.4% | -1.8% |
| 30D | -11.4% | -1.7% | -9.7% | -11.1% |
| 3M | -1.6% | +9.1% | -10.7% | -4.0% |
| 6M | +6.8% | +32.4% | -25.6% | -1.3% |
| YTD | +25.8% | +6.6% | +19.2% | +22.3% |
| 1Y | +52.4% | +34.7% | +17.7% | +38.6% |
| 3Y | +94.4% | +53.6% | +40.8% | +61.3% |
| 5Y | +108.2% | -4.1% | +112.3% | +92.8% |
| All | +108.2% | -4.9% | +113.1% | +92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling