+116.5%
ORLY vs W
-63.9%
+180.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.6% |
| 7D | -2.1% | +0.5% | -2.6% | -2.2% |
| 30D | -7.6% | -5.6% | -2.1% | -7.5% |
| 3M | -5.5% | +41.9% | -47.4% | -6.6% |
| 6M | -9.7% | +30.2% | -39.9% | -10.8% |
| YTD | -6.2% | -2.9% | -3.3% | -6.6% |
| 1Y | -18.6% | +11.6% | -30.2% | -19.5% |
| 3Y | +33.8% | +37.0% | -3.1% | +29.8% |
| 5Y | +116.5% | -62.8% | +179.4% | +106.2% |
| All | +116.5% | -63.9% | +180.4% | +106.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling