+50,167.5%
ROST vs WAT
+12,173.3%
+37,994.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.3% |
| 7D | +0.3% | +0.6% | -0.3% | +0.1% |
| 30D | +0.5% | +5.4% | -4.9% | -0.7% |
| 3M | -5.2% | +11.3% | -16.5% | -7.5% |
| 6M | +9.8% | +37.4% | -27.6% | +2.2% |
| YTD | +29.4% | +21.2% | +8.2% | +22.7% |
| 1Y | +44.4% | +21.3% | +23.0% | +36.9% |
| 3Y | +95.0% | +83.4% | +11.6% | +65.5% |
| 5Y | +111.9% | +29.0% | +82.9% | +92.0% |
| 10Y | +301.2% | +223.9% | +77.3% | +201.0% |
| All | +50,167.5% | +12,173.3% | +37,994.2% | +20,369.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling