+242.0%
ORCL vs SWK
+30.0%
+211.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.6% | -4.3% | -6.2% |
| 7D | -17.5% | +11.3% | -28.7% | -20.4% |
| 30D | -20.2% | +28.1% | -48.3% | -26.2% |
| 3M | -19.9% | +12.6% | -32.5% | -23.1% |
| 6M | -37.4% | +51.7% | -89.1% | -45.3% |
| YTD | -40.1% | +60.0% | -100.1% | -49.0% |
| 1Y | -53.4% | +72.7% | -126.1% | -61.4% |
| 3Y | +10.4% | +46.3% | -35.9% | -7.9% |
| 5Y | +29.8% | -24.6% | +54.4% | +32.1% |
| All | +242.0% | +30.0% | +211.9% | +181.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling