+419.4%
ORLY vs SW
+182.7%
+236.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.7% |
| 7D | +2.0% | +2.3% | -0.3% | +1.9% |
| 30D | +6.2% | +6.8% | -0.5% | +5.9% |
| 3M | -3.7% | -5.2% | +1.5% | -3.5% |
| 6M | -5.2% | +7.4% | -12.6% | -5.6% |
| YTD | -1.4% | +17.4% | -18.8% | -2.5% |
| 1Y | -5.4% | +27.1% | -32.5% | -6.7% |
| 3Y | +41.0% | +47.9% | -6.8% | +36.4% |
| 5Y | +111.3% | -2.6% | +113.9% | +106.1% |
| All | +419.4% | +182.7% | +236.7% | +401.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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