+409.9%
ORLY vs SWKS
+37.5%
+372.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | -1.0% | -2.7% | +1.7% | -0.6% |
| 30D | +3.9% | +8.5% | -4.6% | +2.4% |
| 3M | -4.0% | +17.3% | -21.3% | -7.4% |
| 6M | -3.4% | +25.1% | -28.5% | -8.8% |
| YTD | -1.6% | +33.3% | -34.9% | -8.7% |
| 1Y | -7.5% | +22.9% | -30.4% | -13.0% |
| 3Y | +37.7% | +5.5% | +32.2% | +27.1% |
| 5Y | +109.3% | -41.9% | +151.2% | +118.5% |
| 10Y | +409.9% | +32.4% | +377.5% | +302.7% |
| All | +409.9% | +37.5% | +372.4% | +302.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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