+72,343.6%
ROST vs SWK
+1,542.3%
+70,801.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.6% | -1.7% | -3.3% |
| 7D | +1.3% | +11.3% | -10.0% | -2.7% |
| 30D | +4.9% | +28.1% | -23.2% | -4.3% |
| 3M | -6.9% | +12.6% | -19.5% | -11.2% |
| 6M | +3.8% | +51.7% | -47.9% | -11.7% |
| YTD | +31.4% | +60.0% | -28.6% | +8.4% |
| 1Y | +46.2% | +72.7% | -26.5% | +17.2% |
| 3Y | +99.8% | +46.3% | +53.5% | +62.0% |
| 5Y | +107.6% | -24.6% | +132.3% | +108.6% |
| 10Y | +322.2% | +32.2% | +290.0% | +232.2% |
| All | +72,343.6% | +1,542.3% | +70,801.3% | +16,956.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling