+112.8%
ORLY vs WST
+1.0%
+111.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | +0.6% |
| 7D | +2.6% | +4.2% | -1.7% | +2.1% |
| 30D | +6.3% | +11.2% | -4.9% | +5.2% |
| 3M | -0.4% | +20.4% | -20.8% | -2.4% |
| 6M | +2.8% | +37.9% | -35.1% | -0.6% |
| YTD | +1.1% | +51.8% | -50.7% | -3.5% |
| 1Y | -6.3% | +56.6% | -62.9% | -10.8% |
| 3Y | +38.9% | +24.2% | +14.6% | +31.6% |
| All | +112.8% | +1.0% | +111.9% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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