+38.4%
ORCL vs SWK
-24.2%
+62.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +13.1% | -15.1% | -5.0% |
| 7D | -14.4% | +17.9% | -32.3% | -18.1% |
| 30D | -12.8% | +31.9% | -44.8% | -18.9% |
| 3M | -14.8% | +16.6% | -31.4% | -18.3% |
| 6M | -30.9% | +61.1% | -92.0% | -39.0% |
| YTD | -35.7% | +64.2% | -99.9% | -44.0% |
| 1Y | -49.5% | +85.2% | -134.7% | -57.5% |
| 3Y | +18.6% | +50.2% | -31.6% | +0.8% |
| 5Y | +38.4% | -22.8% | +61.2% | +51.2% |
| All | +38.4% | -24.2% | +62.6% | +51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling