+70,520.4%
ROST vs WSM
+34,818.5%
+35,701.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +0.2% | +2.6% | -2.3% | -0.4% |
| 30D | -10.0% | -9.5% | -0.5% | -7.8% |
| 3M | +1.2% | +12.9% | -11.7% | -1.9% |
| 6M | +8.9% | +23.0% | -14.1% | +3.2% |
| YTD | +28.1% | +28.9% | -0.8% | +19.6% |
| 1Y | +53.0% | +13.7% | +39.3% | +46.9% |
| 3Y | +97.9% | +232.6% | -134.8% | +40.2% |
| 5Y | +112.0% | +185.9% | -73.9% | +51.8% |
| 10Y | +303.0% | +998.6% | -695.6% | +96.7% |
| All | +70,520.4% | +34,818.5% | +35,701.9% | +12,561.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WSM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling