+73,489.2%
ROST vs WM
+28,683.0%
+44,806.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | +3.2% | +1.2% | +2.0% | +2.9% |
| 30D | +7.4% | +13.7% | -6.2% | +4.5% |
| 3M | -6.1% | +5.2% | -11.3% | -7.1% |
| 6M | +6.2% | +11.2% | -5.0% | +3.7% |
| YTD | +33.4% | +9.4% | +24.0% | +30.4% |
| 1Y | +48.8% | +20.4% | +28.4% | +42.4% |
| 3Y | +99.5% | +44.7% | +54.9% | +82.5% |
| 5Y | +112.7% | +58.5% | +54.2% | +90.4% |
| 10Y | +316.4% | +326.4% | -9.9% | +209.9% |
| All | +73,489.2% | +28,683.0% | +44,806.2% | +30,070.7% |
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