+416.8%
ORLY vs SW
+182.3%
+234.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | -1.9% | -2.6% | +0.6% | -1.8% |
| 30D | +4.5% | +7.2% | -2.7% | +4.1% |
| 3M | -2.2% | -10.5% | +8.3% | -1.7% |
| 6M | -0.9% | +9.9% | -10.8% | -1.5% |
| YTD | -0.7% | +17.2% | -18.0% | -1.8% |
| 1Y | -8.7% | +26.5% | -35.2% | -10.0% |
| 3Y | +37.7% | +47.7% | -10.0% | +33.2% |
| 5Y | +110.5% | +0.2% | +110.3% | +104.9% |
| 10Y | +416.8% | +182.3% | +234.5% | +402.7% |
| All | +416.8% | +182.3% | +234.5% | +402.7% |
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