-50.4%
ORCL vs BWA
+13.5%
-63.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.1% |
| 7D | -6.5% | -2.4% | -4.1% | -6.1% |
| 30D | -16.6% | -17.7% | +1.1% | -13.8% |
| 3M | -21.6% | -27.0% | +5.4% | -18.1% |
| 6M | -39.4% | -17.3% | -22.0% | -36.5% |
| YTD | -38.7% | +12.9% | -51.5% | -32.2% |
| 1Y | -50.4% | +12.9% | -63.3% | -44.5% |
| All | -50.4% | +13.5% | -63.8% | -44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling