+70,384.2%
ROST vs WSM
+34,818.5%
+35,565.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | 0.0% | +2.6% | -2.5% | -0.6% |
| 30D | -10.2% | -9.5% | -0.6% | -8.0% |
| 3M | +1.0% | +12.9% | -11.9% | -2.1% |
| 6M | +8.7% | +23.0% | -14.3% | +3.0% |
| YTD | +27.8% | +28.9% | -1.1% | +19.4% |
| 1Y | +52.7% | +13.7% | +39.0% | +46.6% |
| 3Y | +97.5% | +232.6% | -135.1% | +39.9% |
| 5Y | +111.6% | +185.9% | -74.3% | +51.5% |
| 10Y | +302.2% | +998.6% | -696.4% | +96.3% |
| All | +70,384.2% | +34,818.5% | +35,565.7% | +12,536.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling