+5,059.9%
ORLY vs SW
+755.0%
+4,304.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.6% |
| 7D | -0.7% | -5.1% | +4.4% | -0.6% |
| 30D | -5.9% | -4.6% | -1.4% | -5.9% |
| 3M | -0.6% | +9.4% | -10.0% | -0.7% |
| 6M | -6.8% | +3.5% | -10.3% | -6.9% |
| YTD | -3.6% | +22.0% | -25.7% | -4.0% |
| 1Y | -16.3% | +2.2% | -18.5% | -16.5% |
| 3Y | +39.1% | +19.6% | +19.6% | +38.2% |
| 5Y | +125.4% | -2.3% | +127.8% | +123.4% |
| 10Y | +366.5% | +181.4% | +185.2% | +361.1% |
| All | +5,059.9% | +755.0% | +4,304.9% | +5,484.4% |
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