+356.9%
ORLY vs SWKS
+30.1%
+326.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -2.6% |
| 7D | -2.3% | +11.8% | -14.2% | -4.3% |
| 30D | -8.2% | +6.7% | -14.9% | -9.3% |
| 3M | -3.5% | 0.0% | -3.5% | -4.0% |
| 6M | -9.2% | +38.7% | -47.9% | -15.5% |
| YTD | -5.8% | +21.4% | -27.2% | -10.6% |
| 1Y | -19.3% | +2.9% | -22.2% | -21.4% |
| 3Y | +34.4% | -16.4% | +50.8% | +31.4% |
| 5Y | +117.8% | -51.2% | +169.0% | +137.3% |
| 10Y | +356.9% | +31.0% | +325.9% | +265.5% |
| All | +356.9% | +30.1% | +326.8% | +265.5% |
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