-16.3%
ORLY vs BWA
+59.1%
-75.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | +0.6% |
| 7D | -0.7% | +5.7% | -6.4% | -0.6% |
| 30D | -5.9% | +1.4% | -7.3% | -5.9% |
| 3M | -0.6% | -12.1% | +11.5% | 0.0% |
| 6M | -6.8% | +28.6% | -35.3% | -9.0% |
| YTD | -3.6% | +51.1% | -54.7% | -8.6% |
| 1Y | -16.3% | +55.9% | -72.2% | -20.7% |
| All | -16.3% | +59.1% | -75.4% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling