+116.5%
ORLY vs WST
-24.9%
+141.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.8% | -0.9% |
| 7D | -2.1% | +0.4% | -2.6% | -2.2% |
| 30D | -7.6% | -2.0% | -5.6% | -7.4% |
| 3M | -5.5% | +4.1% | -9.6% | -5.9% |
| 6M | -9.7% | +47.4% | -57.1% | -13.4% |
| YTD | -6.2% | +25.4% | -31.7% | -8.7% |
| 1Y | -18.6% | +35.3% | -54.0% | -21.6% |
| 3Y | +33.8% | -11.7% | +45.5% | +32.9% |
| 5Y | +116.5% | -24.0% | +140.5% | +130.3% |
| All | +116.5% | -24.9% | +141.5% | +130.3% |
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