+364.1%
ORLY vs WM
+303.2%
+60.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.6% |
| 7D | -1.0% | -1.2% | +0.2% | -0.4% |
| 30D | -6.7% | -4.5% | -2.2% | -4.4% |
| 3M | -3.8% | -2.2% | -1.6% | -2.8% |
| 6M | -9.0% | -11.5% | +2.5% | -3.2% |
| YTD | -5.6% | -0.7% | -5.0% | -5.8% |
| 1Y | -19.5% | +0.3% | -19.8% | -20.2% |
| 3Y | +34.7% | +44.2% | -9.5% | +7.0% |
| 5Y | +118.0% | +51.6% | +66.4% | +65.2% |
| 10Y | +364.1% | +310.4% | +53.7% | +96.6% |
| All | +364.1% | +303.2% | +60.9% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling