+15,858.7%
ORCL vs BWA
+3,492.4%
+12,366.3%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.3% | +2.2% |
| 7D | +5.3% | +5.7% | -0.4% | +3.5% |
| 30D | +10.0% | +1.4% | +8.6% | +9.4% |
| 3M | -32.6% | -12.1% | -20.5% | -29.9% |
| 6M | +4.9% | +28.6% | -23.6% | -3.8% |
| YTD | -17.8% | +51.1% | -68.8% | -29.4% |
| 1Y | -28.0% | +55.9% | -83.9% | -39.3% |
| 3Y | +36.0% | +70.1% | -34.1% | +8.2% |
| 5Y | +88.7% | +90.7% | -2.0% | +40.8% |
| 10Y | +346.9% | +154.0% | +192.9% | +178.3% |
| All | +15,858.7% | +3,492.4% | +12,366.3% | +3,560.0% |
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