+71,068.6%
ROST vs WM
+28,547.2%
+42,521.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.3% |
| 7D | +1.2% | +1.2% | 0.0% | +1.0% |
| 30D | +2.5% | +13.1% | -10.6% | -0.2% |
| 3M | -9.0% | +3.6% | -12.6% | -9.7% |
| 6M | +1.3% | +8.1% | -6.7% | -0.5% |
| YTD | +29.1% | +8.9% | +20.1% | +26.2% |
| 1Y | +45.4% | +20.3% | +25.1% | +39.2% |
| 3Y | +94.9% | +46.2% | +48.7% | +77.9% |
| 5Y | +104.0% | +59.9% | +44.1% | +82.3% |
| 10Y | +314.8% | +345.6% | -30.8% | +206.3% |
| All | +71,068.6% | +28,547.2% | +42,521.4% | +29,107.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling