-4.9%
ORLY vs WETO
-99.4%
+94.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.4% | +5.8% | +0.4% |
| 7D | -2.4% | -4.3% | +2.0% | -2.4% |
| 30D | -6.8% | -39.9% | +33.1% | -6.6% |
| 3M | -4.8% | -97.9% | +93.1% | -6.1% |
| 6M | -9.1% | -95.0% | +86.0% | -9.7% |
| YTD | -5.9% | -97.2% | +91.3% | -6.8% |
| 1Y | -20.4% | -98.9% | +78.5% | -21.5% |
| All | -4.9% | -99.4% | +94.5% | -6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling