+91.4%
ORCL vs BBWI
-66.0%
+157.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.2% | +2.6% |
| 7D | +5.3% | +1.5% | +3.7% | +5.0% |
| 30D | +10.0% | -5.2% | +15.2% | +10.6% |
| 3M | -32.6% | +11.1% | -43.7% | -34.1% |
| 6M | +4.9% | -13.4% | +18.3% | +6.0% |
| YTD | -17.8% | +0.1% | -17.8% | -19.3% |
| 1Y | -28.0% | -36.1% | +8.1% | -24.3% |
| 3Y | +36.0% | -44.1% | +80.1% | +41.3% |
| All | +91.4% | -66.0% | +157.5% | +125.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling