+356.9%
ORLY vs SWK
+0.7%
+356.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -1.6% |
| 7D | -2.3% | +0.1% | -2.5% | -2.4% |
| 30D | -8.2% | -8.9% | +0.7% | -6.1% |
| 3M | -3.5% | +20.5% | -24.0% | -8.3% |
| 6M | -9.2% | +27.1% | -36.3% | -15.2% |
| YTD | -5.8% | +30.2% | -36.0% | -12.9% |
| 1Y | -19.3% | +24.8% | -44.0% | -24.9% |
| 3Y | +34.4% | +16.3% | +18.1% | +21.9% |
| 5Y | +117.8% | -40.1% | +158.0% | +142.5% |
| 10Y | +356.9% | +0.8% | +356.2% | +290.7% |
| All | +356.9% | +0.7% | +356.3% | +290.7% |
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