+53,441.7%
ORLY vs BBWI
+695.0%
+52,746.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.9% | -1.6% |
| 7D | -2.3% | +1.6% | -3.9% | -2.7% |
| 30D | -8.2% | -6.2% | -2.0% | -7.2% |
| 3M | -3.5% | +4.3% | -7.9% | -5.1% |
| 6M | -9.2% | -7.2% | -2.0% | -9.4% |
| YTD | -5.8% | -3.0% | -2.8% | -7.6% |
| 1Y | -19.3% | -30.8% | +11.5% | -16.0% |
| 3Y | +34.4% | -43.4% | +77.8% | +37.8% |
| 5Y | +117.8% | -66.7% | +184.6% | +140.3% |
| 10Y | +356.9% | -55.7% | +412.6% | +294.2% |
| All | +53,441.7% | +695.0% | +52,746.7% | +18,016.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 all: compounded portfolio wealth divided by compounded BBWI 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…
all analysis · Full analysis span regression · 6 months rolling