+112.3%
ORLY vs SW
-2.6%
+114.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.0% |
| 3M | -3.7% | -5.2% | +1.5% | -3.6% |
| 6M | -5.2% | +7.4% | -12.6% | -5.3% |
| YTD | -1.4% | +17.4% | -18.8% | -1.9% |
| 1Y | -5.4% | +27.1% | -32.5% | -6.0% |
| 3Y | +41.0% | +47.9% | -6.8% | +38.9% |
| All | +112.3% | -2.6% | +114.8% | +104.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling