+409.9%
ORLY vs SWK
+32.9%
+377.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.8% |
| 7D | -1.0% | +10.7% | -11.7% | -3.6% |
| 30D | +3.9% | +33.3% | -29.5% | -3.3% |
| 3M | -4.0% | +14.7% | -18.7% | -7.4% |
| 6M | -3.4% | +48.5% | -51.9% | -12.9% |
| YTD | -1.6% | +63.9% | -65.4% | -14.1% |
| 1Y | -7.5% | +80.4% | -87.9% | -21.4% |
| 3Y | +37.7% | +58.1% | -20.4% | +15.3% |
| 5Y | +109.3% | -24.5% | +133.8% | +120.0% |
| 10Y | +409.9% | +29.5% | +380.4% | +318.4% |
| All | +409.9% | +32.9% | +377.0% | +318.4% |
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