+36.1%
ORLY vs WWD
+164.0%
-127.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.6% |
| 7D | -2.1% | -2.9% | +0.7% | -1.9% |
| 30D | -7.6% | -6.6% | -1.0% | -7.2% |
| 3M | -5.5% | -9.3% | +3.8% | -5.0% |
| 6M | -9.7% | -13.6% | +3.9% | -9.1% |
| YTD | -6.2% | +10.4% | -16.6% | -7.3% |
| 1Y | -18.6% | +39.9% | -58.5% | -20.9% |
| All | +36.1% | +164.0% | -127.9% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling