+112.3%
ROST vs SWK
-38.7%
+151.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | +0.9% | -0.4% | +1.4% | +1.0% |
| 30D | -8.9% | -5.7% | -3.2% | -7.4% |
| 3M | -0.8% | +24.1% | -24.9% | -7.5% |
| 6M | +8.5% | +24.7% | -16.2% | +0.6% |
| YTD | +28.6% | +33.9% | -5.4% | +16.1% |
| 1Y | +52.3% | +34.7% | +17.7% | +36.6% |
| 3Y | +94.8% | +15.3% | +79.6% | +76.6% |
| All | +112.3% | -38.7% | +151.1% | +152.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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