+82.7%
WULF vs ORLY
+363.8%
-281.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.4% | +3.7% |
| 7D | +1.4% | -2.4% | +3.7% | +1.5% |
| 30D | -2.6% | -6.8% | +4.2% | -2.3% |
| 3M | -34.0% | -4.8% | -29.2% | -33.9% |
| 6M | +10.0% | -9.1% | +19.1% | +10.5% |
| YTD | +45.7% | -5.9% | +51.6% | +46.0% |
| 1Y | +57.3% | -20.4% | +77.7% | +59.8% |
| 3Y | +878.9% | +36.6% | +842.4% | +835.9% |
| 5Y | -28.3% | +117.3% | -145.6% | -34.4% |
| All | +82.7% | +363.8% | -281.1% | +75.3% |
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