+100.7%
ROST vs WTW
+61.9%
+38.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.3% | +2.3% |
| 7D | +0.2% | -5.7% | +5.9% | +0.8% |
| 30D | -6.9% | -7.3% | +0.4% | -6.1% |
| 3M | -3.3% | +21.5% | -24.8% | -4.9% |
| 6M | +9.0% | +9.6% | -0.6% | +8.2% |
| YTD | +28.9% | -3.3% | +32.1% | +29.3% |
| 1Y | +54.0% | -6.1% | +60.1% | +55.2% |
| 3Y | +100.7% | +61.8% | +38.9% | +97.0% |
| All | +100.7% | +61.9% | +38.8% | +97.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling