+185.4%
SW vs ROK
+279.9%
-94.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -14.2% | +12.6% | +2.1% |
| 7D | +4.7% | -15.6% | +20.2% | +8.9% |
| 30D | +5.0% | -15.5% | +20.5% | +9.1% |
| 3M | -7.3% | -15.1% | +7.7% | -3.8% |
| 6M | +15.0% | -12.0% | +27.0% | +18.2% |
| YTD | +18.5% | -1.1% | +19.6% | +18.2% |
| 1Y | +27.1% | +6.5% | +20.6% | +24.7% |
| 3Y | +49.3% | +51.8% | -2.5% | +34.1% |
| 5Y | -1.6% | +22.2% | -23.8% | -10.0% |
| All | +185.4% | +279.9% | -94.6% | +119.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling