+471.5%
ORLY vs WING
+407.0%
+64.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | -2.3% | -0.1% | -2.2% | -2.3% |
| 30D | -8.2% | -6.0% | -2.1% | -7.7% |
| 3M | -3.5% | -23.5% | +20.0% | -0.8% |
| 6M | -9.2% | -52.0% | +42.8% | -1.4% |
| YTD | -5.8% | -53.8% | +48.0% | +1.8% |
| 1Y | -19.3% | -63.8% | +44.5% | -10.1% |
| 3Y | +34.4% | -30.8% | +65.2% | +28.4% |
| 5Y | +117.8% | -34.3% | +152.1% | +100.9% |
| 10Y | +356.9% | +352.4% | +4.6% | +196.0% |
| All | +471.5% | +407.0% | +64.5% | +259.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling