+361.0%
ORLY vs WCN
+235.9%
+125.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.4% | -3.1% | +0.8% | -0.8% |
| 30D | -6.8% | -3.4% | -3.4% | -5.2% |
| 3M | -4.8% | +3.0% | -7.7% | -6.3% |
| 6M | -9.1% | -3.8% | -5.3% | -7.8% |
| YTD | -5.9% | -8.3% | +2.4% | -2.7% |
| 1Y | -20.4% | -9.7% | -10.7% | -17.0% |
| 3Y | +36.6% | +17.2% | +19.4% | +22.0% |
| 5Y | +117.3% | +25.3% | +92.0% | +83.3% |
| All | +361.0% | +235.9% | +125.1% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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