+38,793.6%
ORLY vs WAB
+4,115.8%
+34,677.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.8% | -2.4% |
| 7D | -2.3% | +1.7% | -4.0% | -2.7% |
| 30D | -8.2% | -2.4% | -5.7% | -7.7% |
| 3M | -3.5% | +9.7% | -13.2% | -6.0% |
| 6M | -9.2% | +16.5% | -25.7% | -12.9% |
| YTD | -5.8% | +33.7% | -39.6% | -12.7% |
| 1Y | -19.3% | +49.7% | -69.0% | -27.3% |
| 3Y | +34.4% | +170.9% | -136.5% | +3.6% |
| 5Y | +117.8% | +228.0% | -110.2% | +58.4% |
| 10Y | +356.9% | +284.8% | +72.1% | +202.4% |
| All | +38,793.6% | +4,115.8% | +34,677.9% | +14,338.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling