-20.4%
ORLY vs WAT
+38.4%
-58.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.1% |
| 7D | -2.4% | -0.3% | -2.1% | -2.3% |
| 30D | -6.8% | -1.9% | -4.9% | -6.5% |
| 3M | -4.8% | +13.5% | -18.3% | -6.8% |
| 6M | -9.1% | +37.2% | -46.3% | -14.3% |
| YTD | -5.9% | +7.5% | -13.4% | -8.8% |
| 1Y | -20.4% | +35.0% | -55.4% | -21.3% |
| All | -20.4% | +38.4% | -58.8% | -21.3% |
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