-3.6%
ORLY vs WETO
-99.3%
+95.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.9% |
| 7D | +3.9% | +4.4% | -0.5% | +3.9% |
| 30D | +7.5% | -17.8% | +25.3% | +7.4% |
| 3M | -2.1% | -83.1% | +81.0% | -2.1% |
| 6M | -3.7% | -98.3% | +94.6% | -4.5% |
| YTD | +0.3% | -99.0% | +99.3% | -0.8% |
| 1Y | -3.6% | -99.3% | +95.7% | -5.8% |
| All | -3.6% | -99.3% | +95.7% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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