+119.2%
ORLY vs NWSA
+40.0%
+79.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.4% | -2.8% | +0.4% | -1.9% |
| 30D | -6.8% | +3.0% | -9.8% | -7.3% |
| 3M | -4.8% | +12.3% | -17.1% | -6.8% |
| 6M | -9.1% | +21.9% | -30.9% | -12.3% |
| YTD | -5.9% | +13.6% | -19.5% | -8.3% |
| 1Y | -20.4% | +0.5% | -20.9% | -20.7% |
| 3Y | +36.6% | +43.8% | -7.2% | +25.6% |
| All | +119.2% | +40.0% | +79.1% | +98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling