+410.7%
ORLY vs SWKS
+31.8%
+378.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -0.7% | -3.1% | +2.5% | -0.2% |
| 30D | +3.4% | +8.3% | -4.9% | +1.9% |
| 3M | -3.1% | +20.2% | -23.3% | -6.9% |
| 6M | -3.8% | +24.9% | -28.8% | -9.2% |
| YTD | -2.0% | +33.2% | -35.1% | -9.1% |
| 1Y | -8.9% | +23.6% | -32.5% | -14.4% |
| 3Y | +36.0% | +1.3% | +34.7% | +26.8% |
| 5Y | +106.9% | -40.6% | +147.5% | +114.7% |
| 10Y | +410.7% | +35.3% | +375.4% | +302.7% |
| All | +410.7% | +31.8% | +378.9% | +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