+94.9%
ROST vs WM
+47.1%
+47.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.4% |
| 7D | +1.2% | +1.2% | 0.0% | +1.0% |
| 30D | +2.5% | +13.1% | -10.6% | +0.6% |
| 3M | -9.0% | +3.6% | -12.6% | -9.5% |
| 6M | +1.3% | +8.1% | -6.7% | +0.1% |
| YTD | +29.1% | +8.9% | +20.1% | +26.9% |
| 1Y | +45.4% | +20.3% | +25.1% | +40.3% |
| 3Y | +94.9% | +46.2% | +48.7% | +75.9% |
| All | +94.9% | +47.1% | +47.7% | +75.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling