+112.2%
WDAY vs ORLY
+363.8%
-251.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.2% |
| 7D | -5.2% | -2.4% | -2.8% | -4.4% |
| 30D | +5.9% | -6.8% | +12.7% | +8.4% |
| 3M | +42.3% | -4.8% | +47.0% | +44.6% |
| 6M | +34.7% | -9.1% | +43.8% | +38.3% |
| YTD | -13.5% | -5.9% | -7.6% | -12.3% |
| 1Y | -18.1% | -20.4% | +2.3% | -12.4% |
| 3Y | -26.4% | +36.6% | -63.0% | -35.1% |
| 5Y | -30.6% | +117.3% | -147.9% | -48.4% |
| All | +112.2% | +363.8% | -251.6% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ORLY.
Daily Out/Under-Performance
Portfolio return minus ORLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORLY 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 ORLY 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