+114.6%
ROST vs WSM
+175.3%
-60.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +2.0% |
| 7D | +0.2% | -0.5% | +0.7% | +0.4% |
| 30D | -6.9% | -7.7% | +0.8% | -4.9% |
| 3M | -3.3% | +3.8% | -7.1% | -4.5% |
| 6M | +9.0% | +22.7% | -13.6% | +2.6% |
| YTD | +28.9% | +28.0% | +0.9% | +19.3% |
| 1Y | +54.0% | +12.7% | +41.3% | +47.2% |
| 3Y | +100.7% | +231.3% | -130.6% | +27.9% |
| All | +114.6% | +175.3% | -60.7% | +32.0% |
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