-24.7%
WULF vs ORLY
+116.6%
-141.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.4% | +3.7% |
| 7D | +1.4% | -2.4% | +3.7% | +1.6% |
| 30D | -2.6% | -6.8% | +4.2% | -2.0% |
| 3M | -34.0% | -4.8% | -29.2% | -33.8% |
| 6M | +10.0% | -9.1% | +19.1% | +11.1% |
| YTD | +45.7% | -5.9% | +51.6% | +46.3% |
| 1Y | +57.3% | -20.4% | +77.7% | +63.7% |
| 3Y | +878.9% | +36.6% | +842.4% | +741.5% |
| All | -24.7% | +116.6% | -141.4% | -48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling