+251.6%
ORCL vs BWA
+101.5%
+150.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.4% | -2.2% | +1.8% |
| 7D | +0.5% | -0.6% | +1.1% | +0.7% |
| 30D | -15.3% | -16.1% | +0.8% | -11.4% |
| 3M | -18.2% | -24.6% | +6.4% | -12.3% |
| 6M | -38.4% | -15.7% | -22.7% | -35.9% |
| YTD | -37.7% | +15.1% | -52.8% | -40.7% |
| 1Y | -49.3% | +15.9% | -65.1% | -51.9% |
| 3Y | +10.6% | +67.1% | -56.5% | -7.3% |
| 5Y | +35.5% | +34.7% | +0.8% | +16.9% |
| 10Y | +251.6% | +99.5% | +152.1% | +170.8% |
| All | +251.6% | +101.5% | +150.1% | +170.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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