+52.7%
ROST vs WM
+21.9%
+30.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.6% | +4.5% | +5.9% |
| 7D | +7.8% | +5.9% | +1.9% | +7.1% |
| 30D | +8.6% | +15.4% | -6.8% | +7.4% |
| 3M | -1.9% | +6.3% | -8.3% | -2.5% |
| 6M | +9.1% | +5.6% | +3.6% | +8.4% |
| YTD | +37.2% | +9.9% | +27.3% | +35.7% |
| 1Y | +52.7% | +20.8% | +31.9% | +51.6% |
| All | +52.7% | +21.9% | +30.8% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 1y: compounded portfolio wealth divided by compounded WM 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…
1y analysis · Full analysis span regression · 6 months rolling