+246.0%
ORCL vs BBWI
-44.4%
+290.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -6.5% | -4.2% | -2.3% | -6.0% |
| 30D | -16.6% | +24.9% | -41.4% | -19.0% |
| 3M | -21.6% | +13.2% | -34.8% | -23.2% |
| 6M | -39.4% | +12.1% | -51.5% | -40.8% |
| YTD | -38.7% | +11.1% | -49.7% | -40.5% |
| 1Y | -50.4% | +0.7% | -51.1% | -51.5% |
| 3Y | +8.1% | -23.8% | +31.9% | +7.1% |
| 5Y | +34.5% | -66.9% | +101.5% | +42.9% |
| 10Y | +246.0% | -45.3% | +291.4% | +219.9% |
| All | +246.0% | -44.4% | +290.4% | +219.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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