+30.6%
ORCL vs BWA
+26.5%
+4.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.2% |
| 7D | -11.2% | -5.5% | -5.7% | -10.0% |
| 30D | -18.8% | -21.7% | +2.9% | -14.1% |
| 3M | -18.8% | -25.6% | +6.8% | -13.2% |
| 6M | -39.7% | -17.4% | -22.3% | -37.0% |
| YTD | -39.6% | +9.2% | -48.8% | -41.2% |
| 1Y | -51.7% | +9.7% | -61.5% | -53.1% |
| 3Y | +10.2% | +54.6% | -44.4% | -5.7% |
| All | +30.6% | +26.5% | +4.1% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling