+119.2%
ORLY vs BWA
+87.2%
+32.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.2% |
| 7D | -2.4% | -1.3% | -1.0% | -2.2% |
| 30D | -6.8% | -2.9% | -3.8% | -6.5% |
| 3M | -4.8% | -10.7% | +6.0% | -3.7% |
| 6M | -9.1% | +26.5% | -35.5% | -12.3% |
| YTD | -5.9% | +49.1% | -55.0% | -11.7% |
| 1Y | -20.4% | +52.1% | -72.5% | -25.6% |
| 3Y | +36.6% | +72.6% | -36.0% | +24.4% |
| All | +119.2% | +87.2% | +32.0% | +94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling