+86.1%
WULF vs ORLY
-15.5%
+101.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.9% |
| 7D | +7.6% | -0.7% | +8.2% | +7.3% |
| 30D | -8.6% | -5.9% | -2.7% | -10.2% |
| 3M | -37.0% | -0.6% | -36.4% | -36.6% |
| 6M | +7.4% | -6.8% | +14.2% | +7.9% |
| YTD | +43.7% | -3.6% | +47.3% | +50.0% |
| 1Y | +86.1% | -16.3% | +102.5% | +95.0% |
| All | +86.1% | -15.5% | +101.6% | +95.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling