+49,856.2%
ROST vs WAT
+10,816.8%
+39,039.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | +0.9% | -1.3% | +2.2% | +1.2% |
| 30D | -8.9% | +2.3% | -11.2% | -9.4% |
| 3M | -0.8% | +8.7% | -9.6% | -2.8% |
| 6M | +8.5% | +28.3% | -19.8% | +2.2% |
| YTD | +28.6% | +7.8% | +20.8% | +25.2% |
| 1Y | +52.3% | +36.6% | +15.7% | +40.7% |
| 3Y | +94.8% | +45.7% | +49.2% | +73.6% |
| 5Y | +110.8% | -3.3% | +114.1% | +102.8% |
| 10Y | +304.5% | +162.1% | +142.4% | +216.1% |
| All | +49,856.2% | +10,816.8% | +39,039.4% | +20,774.8% |
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 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