+5,271.2%
ORLY vs SW
+730.4%
+4,540.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.9% |
| 7D | +3.9% | +4.7% | -0.8% | +3.8% |
| 30D | +7.5% | +5.0% | +2.5% | +7.4% |
| 3M | -2.1% | -7.3% | +5.2% | -2.0% |
| 6M | -3.7% | +15.0% | -18.7% | -3.9% |
| YTD | +0.3% | +18.5% | -18.2% | 0.0% |
| 1Y | -3.6% | +27.1% | -30.8% | -4.1% |
| 3Y | +44.0% | +49.3% | -5.3% | +42.6% |
| 5Y | +115.1% | -1.6% | +116.7% | +113.2% |
| 10Y | +425.4% | +185.4% | +240.0% | +419.5% |
| All | +5,271.2% | +730.4% | +4,540.9% | +5,715.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling