+96.6%
ROST vs WM
+46.1%
+50.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | +0.9% | -0.3% | +1.2% | +1.0% |
| 30D | -8.9% | -2.4% | -6.5% | -8.6% |
| 3M | -0.8% | +0.4% | -1.2% | -0.9% |
| 6M | +8.5% | -9.5% | +18.0% | +9.9% |
| YTD | +28.6% | +0.5% | +28.1% | +27.9% |
| 1Y | +52.3% | -1.1% | +53.4% | +52.0% |
| All | +96.6% | +46.1% | +50.5% | +84.2% |
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