+36.6%
ORLY vs WCN
+18.4%
+18.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.4% | -3.1% | +0.8% | -1.3% |
| 30D | -6.8% | -3.4% | -3.4% | -5.7% |
| 3M | -4.8% | +3.0% | -7.7% | -5.7% |
| 6M | -9.1% | -3.8% | -5.3% | -8.1% |
| YTD | -5.9% | -8.3% | +2.4% | -3.5% |
| 1Y | -20.4% | -9.7% | -10.7% | -17.9% |
| 3Y | +36.6% | +17.2% | +19.4% | +40.6% |
| All | +36.6% | +18.4% | +18.2% | +40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling