+361.0%
ORLY vs W
+158.6%
+202.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | +0.3% |
| 7D | -2.4% | -0.9% | -1.5% | -2.3% |
| 30D | -6.8% | -4.2% | -2.5% | -6.5% |
| 3M | -4.8% | +26.9% | -31.6% | -6.7% |
| 6M | -9.1% | +31.2% | -40.3% | -11.6% |
| YTD | -5.9% | -1.8% | -4.1% | -7.0% |
| 1Y | -20.4% | +9.3% | -29.7% | -22.2% |
| 3Y | +36.6% | +33.2% | +3.4% | +27.1% |
| 5Y | +117.3% | -62.4% | +179.7% | +114.3% |
| All | +361.0% | +158.6% | +202.4% | +217.5% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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