+282.6%
WDAY vs ORLY
+1,422.5%
-1,139.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.6% | -4.0% |
| 7D | -6.1% | -2.3% | -3.8% | -5.3% |
| 30D | +3.7% | -8.2% | +11.9% | +7.0% |
| 3M | +29.6% | -3.5% | +33.1% | +31.3% |
| 6M | +23.3% | -9.2% | +32.5% | +27.1% |
| YTD | -13.3% | -5.8% | -7.4% | -11.9% |
| 1Y | -19.6% | -19.3% | -0.4% | -13.9% |
| 3Y | -25.7% | +34.4% | -60.1% | -35.2% |
| 5Y | -31.6% | +117.8% | -149.4% | -51.1% |
| 10Y | +109.9% | +356.9% | -247.0% | +12.7% |
| All | +282.6% | +1,422.5% | -1,139.9% | +60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling