Do you mean the apps or files like photo's, music, documents etc.
Rolling back with the WSRT erases indeed all data on your phone.
But if you made a back up of apps+settings then you can use this backup during the set up process after the rolling back.
And if you made a back up of all other stuff on OneDrive or your PC you cab copy this back to your phone.
But if you did not make any backup of your data then they are gone.
If you need more assistance please register and reply on this post.
06-13-2015 02:27 AM