+112.0%
ROST vs WSM
+163.9%
-52.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.7% |
| 7D | +0.3% | 0.0% | +0.3% | +0.2% |
| 30D | +0.5% | +5.1% | -4.6% | -0.8% |
| 3M | -5.2% | +5.1% | -10.3% | -6.6% |
| 6M | +9.8% | +48.6% | -38.8% | -1.8% |
| YTD | +29.4% | +44.2% | -14.8% | +16.0% |
| 1Y | +44.4% | +38.1% | +6.3% | +30.9% |
| 3Y | +95.0% | +257.2% | -162.2% | +23.1% |
| All | +112.0% | +163.9% | -52.0% | +34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling