+70,808.4%
ROST vs WM
+26,336.4%
+44,472.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.4% |
| 3M | -0.8% | +0.4% | -1.2% | -1.0% |
| 6M | +8.5% | -9.5% | +18.0% | +10.5% |
| YTD | +28.6% | +0.5% | +28.1% | +28.0% |
| 1Y | +52.3% | -1.1% | +53.4% | +52.0% |
| 3Y | +94.8% | +46.0% | +48.8% | +77.9% |
| 5Y | +110.8% | +51.8% | +58.9% | +90.5% |
| 10Y | +304.5% | +307.5% | -3.0% | +204.5% |
| All | +70,808.4% | +26,336.4% | +44,472.0% | +29,519.1% |
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