+112.3%
ROST vs SW
-2.3%
+114.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | +0.9% | -5.1% | +6.0% | +1.5% |
| 30D | -8.9% | -4.6% | -4.3% | -8.4% |
| 3M | -0.8% | +9.4% | -10.2% | -2.0% |
| 6M | +8.5% | +3.5% | +5.0% | +7.5% |
| YTD | +28.6% | +22.0% | +6.6% | +25.1% |
| 1Y | +52.3% | +2.2% | +50.1% | +50.5% |
| 3Y | +94.8% | +19.6% | +75.3% | +88.0% |
| All | +112.3% | -2.3% | +114.7% | +101.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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