+182.7%
SW vs ROK
+274.8%
-92.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.4% | -0.6% |
| 7D | +2.3% | -13.8% | +16.2% | +5.9% |
| 30D | +6.8% | -14.9% | +21.7% | +10.8% |
| 3M | -5.2% | -14.7% | +9.5% | -1.7% |
| 6M | +7.4% | -17.7% | +25.1% | +12.2% |
| YTD | +17.4% | -2.5% | +19.9% | +17.5% |
| 1Y | +27.1% | +2.3% | +24.8% | +25.9% |
| 3Y | +47.9% | +52.7% | -4.9% | +32.8% |
| 5Y | -2.6% | +20.5% | -23.1% | -10.5% |
| All | +182.7% | +274.8% | -92.1% | +118.2% |
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