+361.0%
ORLY vs WTW
+198.0%
+163.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -2.4% | -5.7% | +3.4% | -0.3% |
| 30D | -6.8% | -7.3% | +0.5% | -4.3% |
| 3M | -4.8% | +21.5% | -26.2% | -11.7% |
| 6M | -9.1% | +9.6% | -18.7% | -13.3% |
| YTD | -5.9% | -3.3% | -2.6% | -6.4% |
| 1Y | -20.4% | -6.1% | -14.3% | -19.9% |
| 3Y | +36.6% | +61.8% | -25.3% | +8.5% |
| 5Y | +117.3% | +42.7% | +74.6% | +78.7% |
| All | +361.0% | +198.0% | +163.0% | +185.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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