+312.1%
ROST vs WTW
+198.0%
+114.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.3% | +2.3% |
| 7D | +0.2% | -5.7% | +5.9% | +2.7% |
| 30D | -6.9% | -7.3% | +0.4% | -3.9% |
| 3M | -3.3% | +21.5% | -24.8% | -11.5% |
| 6M | +9.0% | +9.6% | -0.6% | +3.5% |
| YTD | +28.9% | -3.3% | +32.1% | +28.2% |
| 1Y | +54.0% | -6.1% | +60.1% | +55.1% |
| 3Y | +100.7% | +61.8% | +38.9% | +48.4% |
| 5Y | +116.0% | +42.7% | +73.4% | +68.5% |
| All | +312.1% | +198.0% | +114.1% | +143.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling