-20.4%
ORLY vs WING
-58.1%
+37.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.0% | -5.6% | +0.5% |
| 7D | -2.4% | +7.2% | -9.6% | -2.2% |
| 30D | -6.8% | +4.8% | -11.6% | -6.6% |
| 3M | -4.8% | -23.7% | +18.9% | -4.8% |
| 6M | -9.1% | -43.6% | +34.5% | -9.9% |
| YTD | -5.9% | -50.6% | +44.7% | -7.3% |
| 1Y | -20.4% | -57.0% | +36.6% | -23.2% |
| All | -20.4% | -58.1% | +37.7% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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