+1,042.6%
ORLY vs NWSA
+122.3%
+920.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -1.0% | -3.1% | +2.0% | -0.2% |
| 30D | -6.7% | +4.3% | -10.9% | -7.8% |
| 3M | -3.8% | +9.2% | -13.0% | -6.3% |
| 6M | -9.0% | +21.6% | -30.6% | -14.1% |
| YTD | -5.6% | +14.2% | -19.8% | -9.6% |
| 1Y | -19.5% | +1.8% | -21.2% | -20.5% |
| 3Y | +34.7% | +44.4% | -9.7% | +18.2% |
| 5Y | +118.0% | +41.0% | +77.1% | +87.8% |
| 10Y | +364.1% | +150.0% | +214.1% | +205.6% |
| All | +1,042.6% | +122.3% | +920.2% | +684.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling