+361.0%
ORLY vs NWSA
+149.4%
+211.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.4% | -2.8% | +0.4% | -1.6% |
| 30D | -6.8% | +3.0% | -9.8% | -7.6% |
| 3M | -4.8% | +12.3% | -17.1% | -7.9% |
| 6M | -9.1% | +21.9% | -30.9% | -14.2% |
| YTD | -5.9% | +13.6% | -19.5% | -9.7% |
| 1Y | -20.4% | +0.5% | -20.9% | -21.1% |
| 3Y | +36.6% | +43.8% | -7.2% | +19.9% |
| 5Y | +117.3% | +41.2% | +76.1% | +86.9% |
| All | +361.0% | +149.4% | +211.7% | +202.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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