+57,369.0%
ORLY vs WST
+11,609.1%
+45,759.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | +0.4% |
| 7D | +2.6% | +4.2% | -1.7% | +1.5% |
| 30D | +6.3% | +11.2% | -4.9% | +3.5% |
| 3M | -0.4% | +20.4% | -20.8% | -5.0% |
| 6M | +2.8% | +37.9% | -35.1% | -5.3% |
| YTD | +1.1% | +51.8% | -50.7% | -9.7% |
| 1Y | -6.3% | +56.6% | -62.9% | -17.0% |
| 3Y | +38.9% | +24.2% | +14.6% | +21.4% |
| 5Y | +113.1% | +0.7% | +112.4% | +91.9% |
| 10Y | +426.2% | +456.3% | -30.0% | +173.8% |
| All | +57,369.0% | +11,609.1% | +45,759.9% | +12,259.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling