+306.9%
ROST vs WM
+339.4%
-32.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -0.7% |
| 7D | +1.2% | +1.2% | 0.0% | +0.6% |
| 30D | +2.5% | +13.1% | -10.6% | -3.8% |
| 3M | -9.0% | +3.6% | -12.6% | -10.8% |
| 6M | +1.3% | +8.1% | -6.7% | -3.3% |
| YTD | +29.1% | +8.9% | +20.1% | +21.9% |
| 1Y | +45.4% | +20.3% | +25.1% | +29.9% |
| 3Y | +94.9% | +46.2% | +48.7% | +49.7% |
| 5Y | +104.0% | +59.9% | +44.1% | +45.6% |
| All | +306.9% | +339.4% | -32.5% | +81.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling