+112.0%
ROST vs WWD
+192.1%
-80.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.2% |
| 7D | +0.2% | +0.8% | -0.6% | 0.0% |
| 30D | -10.0% | -6.4% | -3.6% | -8.4% |
| 3M | +1.2% | -5.6% | +6.8% | +1.9% |
| 6M | +8.9% | -9.1% | +18.0% | +10.4% |
| YTD | +28.1% | +12.5% | +15.5% | +20.7% |
| 1Y | +53.0% | +41.3% | +11.6% | +32.7% |
| 3Y | +97.9% | +170.2% | -72.4% | +27.2% |
| 5Y | +112.0% | +192.5% | -80.5% | +24.4% |
| All | +112.0% | +192.1% | -80.1% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling