+116.5%
ORLY vs WING
-35.5%
+152.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -2.1% | +0.2% | -2.4% | -2.2% |
| 30D | -7.6% | -0.5% | -7.2% | -7.7% |
| 3M | -5.5% | -23.9% | +18.4% | -3.6% |
| 6M | -9.7% | -48.9% | +39.2% | -5.0% |
| YTD | -6.2% | -53.3% | +47.1% | -1.2% |
| 1Y | -18.6% | -60.3% | +41.7% | -13.1% |
| 3Y | +33.8% | -30.1% | +63.9% | +25.1% |
| 5Y | +116.5% | -36.2% | +152.7% | +91.4% |
| All | +116.5% | -35.5% | +152.1% | +91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling