+36.6%
ORLY vs NWSA
+43.3%
-6.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.4% | -2.8% | +0.4% | -2.0% |
| 30D | -6.8% | +3.0% | -9.8% | -7.1% |
| 3M | -4.8% | +12.3% | -17.1% | -6.2% |
| 6M | -9.1% | +21.9% | -30.9% | -11.3% |
| YTD | -5.9% | +13.6% | -19.5% | -7.3% |
| 1Y | -20.4% | +0.5% | -20.9% | -20.5% |
| 3Y | +36.6% | +43.8% | -7.2% | +33.1% |
| All | +36.6% | +43.3% | -6.7% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling