-1.6%
ORLY vs WAT
+32.9%
-34.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.3% |
| 7D | +2.1% | -1.9% | +4.0% | +2.4% |
| 30D | +10.1% | +6.2% | +3.8% | +8.8% |
| 3M | +0.6% | +18.1% | -17.5% | -2.6% |
| 6M | -1.7% | +54.9% | -56.6% | -10.5% |
| YTD | +1.2% | +23.1% | -21.9% | -4.3% |
| 1Y | -1.6% | +27.3% | -28.9% | -7.9% |
| All | -1.6% | +32.9% | -34.5% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling