+244.8%
ORCL vs SWK
+29.6%
+215.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -11.2% | +11.0% | -22.2% | -14.2% |
| 30D | -18.8% | +30.1% | -48.9% | -25.3% |
| 3M | -18.8% | +14.7% | -33.4% | -22.4% |
| 6M | -39.7% | +44.5% | -84.2% | -46.5% |
| YTD | -39.6% | +59.4% | -99.0% | -48.5% |
| 1Y | -51.7% | +77.5% | -129.3% | -60.4% |
| 3Y | +10.2% | +49.5% | -39.2% | -8.7% |
| 5Y | +30.8% | -24.9% | +55.7% | +33.4% |
| All | +244.8% | +29.6% | +215.2% | +184.4% |
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