+361.0%
ORLY vs WMB
+307.8%
+53.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | -2.4% | -1.0% | -1.3% | -2.2% |
| 30D | -6.8% | -0.4% | -6.3% | -6.8% |
| 3M | -4.8% | +3.2% | -8.0% | -5.7% |
| 6M | -9.1% | +0.1% | -9.1% | -9.5% |
| YTD | -5.9% | +23.9% | -29.8% | -10.7% |
| 1Y | -20.4% | +27.6% | -48.0% | -25.1% |
| 3Y | +36.6% | +141.9% | -105.3% | +9.8% |
| 5Y | +117.3% | +273.8% | -156.5% | +55.3% |
| All | +361.0% | +307.8% | +53.2% | +201.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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