-39.7%
ORCL vs BWA
-16.6%
-23.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | -0.5% |
| 7D | -11.2% | -5.5% | -5.7% | -8.6% |
| 30D | -18.8% | -21.7% | +2.9% | -9.2% |
| 3M | -18.8% | -25.6% | +6.8% | -7.7% |
| 6M | -39.7% | -17.4% | -22.3% | -27.5% |
| All | -39.7% | -16.6% | -23.2% | -27.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling