+92.8%
ORCL vs GWRE
+16.2%
+76.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.0% | +4.4% | +0.8% |
| 7D | +10.9% | -26.2% | +37.1% | +18.9% |
| 30D | +7.0% | -17.8% | +24.8% | +10.9% |
| 3M | -21.2% | +14.2% | -35.4% | -27.2% |
| 6M | +7.4% | -12.9% | +20.3% | +7.6% |
| YTD | -16.3% | -29.2% | +13.0% | -11.5% |
| 1Y | -32.3% | -44.4% | +12.1% | -23.4% |
| 3Y | +32.6% | +51.1% | -18.5% | +9.0% |
| All | +92.8% | +16.2% | +76.6% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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