-2.3%
SW vs ROK
+46.3%
-48.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.8% |
| 7D | -5.1% | +0.7% | -5.8% | -5.3% |
| 30D | -4.6% | -3.3% | -1.3% | -3.5% |
| 3M | +9.4% | -5.9% | +15.2% | +11.4% |
| 6M | +3.5% | +13.9% | -10.4% | -0.8% |
| YTD | +22.0% | +12.6% | +9.5% | +17.0% |
| 1Y | +2.2% | +28.6% | -26.4% | -6.0% |
| 3Y | +19.6% | +45.1% | -25.5% | +3.4% |
| All | -2.3% | +46.3% | -48.6% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling