+361.0%
ORLY vs WCC
+541.6%
-180.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.4% | -0.2% |
| 7D | -2.4% | +1.5% | -3.9% | -2.6% |
| 30D | -6.8% | -2.1% | -4.6% | -6.6% |
| 3M | -4.8% | +3.8% | -8.6% | -5.9% |
| 6M | -9.1% | +35.0% | -44.1% | -14.3% |
| YTD | -5.9% | +46.4% | -52.3% | -12.8% |
| 1Y | -20.4% | +63.0% | -83.4% | -27.9% |
| 3Y | +36.6% | +133.9% | -97.4% | +11.0% |
| 5Y | +117.3% | +226.5% | -109.2% | +56.8% |
| All | +361.0% | +541.6% | -180.6% | +145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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