+361.0%
ORLY vs WWD
+498.2%
-137.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | 0.0% |
| 7D | -2.4% | -2.6% | +0.2% | -1.8% |
| 30D | -6.8% | -6.9% | +0.2% | -5.3% |
| 3M | -4.8% | -13.0% | +8.3% | -2.0% |
| 6M | -9.1% | -12.5% | +3.4% | -7.1% |
| YTD | -5.9% | +11.8% | -17.8% | -10.0% |
| 1Y | -20.4% | +41.1% | -61.5% | -28.6% |
| 3Y | +36.6% | +163.1% | -126.5% | +0.4% |
| 5Y | +117.3% | +187.6% | -70.3% | +52.0% |
| All | +361.0% | +498.2% | -137.2% | +140.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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