+45.4%
ORCL vs BBWI
-68.3%
+113.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +2.0% | -0.6% |
| 7D | +10.4% | -4.5% | +14.9% | +11.1% |
| 30D | -11.2% | +17.1% | -28.3% | -13.6% |
| 3M | -16.8% | +17.5% | -34.2% | -19.3% |
| 6M | -31.5% | +12.8% | -44.3% | -33.7% |
| YTD | -33.9% | +8.2% | -42.1% | -36.1% |
| 1Y | -43.3% | -1.8% | -41.4% | -44.6% |
| 3Y | +16.5% | -25.8% | +42.2% | +15.0% |
| 5Y | +45.4% | -68.0% | +113.4% | +78.7% |
| All | +45.4% | -68.3% | +113.7% | +78.7% |
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