+54,688.5%
ORLY vs WST
+9,453.4%
+45,235.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | -0.7% | +0.7% | -1.4% | -0.9% |
| 30D | -5.9% | -3.1% | -2.8% | -5.2% |
| 3M | -0.6% | +7.2% | -7.8% | -2.4% |
| 6M | -6.8% | +36.8% | -43.6% | -14.2% |
| YTD | -3.6% | +23.8% | -27.5% | -9.4% |
| 1Y | -16.3% | +37.8% | -54.1% | -23.8% |
| 3Y | +39.1% | -15.9% | +55.0% | +34.5% |
| 5Y | +125.4% | -25.8% | +151.3% | +119.8% |
| 10Y | +366.5% | +319.6% | +46.9% | +160.5% |
| All | +54,688.5% | +9,453.4% | +45,235.0% | +12,299.8% |
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