+361.0%
ORLY vs WPM
+558.4%
-197.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.2% |
| 7D | -2.4% | -0.6% | -1.8% | -2.3% |
| 30D | -6.8% | +14.4% | -21.2% | -7.8% |
| 3M | -4.8% | +37.0% | -41.7% | -7.1% |
| 6M | -9.1% | +4.1% | -13.2% | -9.7% |
| YTD | -5.9% | +31.7% | -37.6% | -8.5% |
| 1Y | -20.4% | +44.2% | -64.6% | -23.3% |
| 3Y | +36.6% | +265.5% | -228.9% | +21.2% |
| 5Y | +117.3% | +262.5% | -145.2% | +91.3% |
| All | +361.0% | +558.4% | -197.4% | +291.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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