+52.3%
ROST vs WWD
+41.9%
+10.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | +0.9% | +1.3% | -0.4% | +0.8% |
| 30D | -8.9% | -7.2% | -1.7% | -8.0% |
| 3M | -0.8% | -3.8% | +3.0% | -1.2% |
| 6M | +8.5% | -9.9% | +18.4% | +8.7% |
| YTD | +28.6% | +14.8% | +13.8% | +24.9% |
| 1Y | +52.3% | +42.1% | +10.3% | +41.9% |
| All | +52.3% | +41.9% | +10.4% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling