+9,431.9%
ROST vs WTW
+1,094.8%
+8,337.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.8% | -0.4% |
| 7D | -2.2% | -7.1% | +4.9% | +0.4% |
| 30D | -11.4% | -8.5% | -2.9% | -8.5% |
| 3M | -1.6% | +20.6% | -22.2% | -8.6% |
| 6M | +6.8% | +7.2% | -0.4% | +2.9% |
| YTD | +25.8% | -3.9% | +29.7% | +25.4% |
| 1Y | +52.4% | -3.6% | +56.0% | +51.4% |
| 3Y | +94.4% | +60.7% | +33.7% | +55.3% |
| 5Y | +108.2% | +42.2% | +66.1% | +73.8% |
| 10Y | +308.5% | +195.5% | +113.0% | +158.1% |
| All | +9,431.9% | +1,094.8% | +8,337.0% | +4,365.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling