+361.0%
ORLY vs WAB
+296.8%
+64.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | -6.8% | -4.1% | -2.7% | -5.8% |
| 3M | -4.8% | +8.2% | -12.9% | -7.1% |
| 6M | -9.1% | +15.4% | -24.5% | -13.0% |
| YTD | -5.9% | +33.1% | -39.1% | -13.4% |
| 1Y | -20.4% | +48.1% | -68.5% | -28.9% |
| 3Y | +36.6% | +167.7% | -131.1% | +1.5% |
| 5Y | +117.3% | +225.7% | -108.4% | +50.1% |
| All | +361.0% | +296.8% | +64.2% | +167.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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