+11,612.2%
ORCL vs BWA
+2,496.1%
+9,116.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | 0.0% |
| 7D | -11.2% | -5.5% | -5.7% | -9.5% |
| 30D | -18.8% | -21.7% | +2.9% | -12.1% |
| 3M | -18.8% | -25.6% | +6.8% | -10.8% |
| 6M | -39.7% | -17.4% | -22.3% | -36.2% |
| YTD | -39.6% | +9.2% | -48.8% | -42.6% |
| 1Y | -51.7% | +9.7% | -61.5% | -54.3% |
| 3Y | +10.2% | +54.6% | -44.4% | -9.1% |
| 5Y | +30.8% | +26.8% | +4.1% | +11.5% |
| 10Y | +252.1% | +89.0% | +163.1% | +141.1% |
| All | +11,612.2% | +2,496.1% | +9,116.0% | +2,878.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling