+442.2%
ORCL vs GWRE
+844.6%
-402.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.1% |
| 7D | +8.0% | -2.0% | +9.9% | +8.5% |
| 30D | -4.0% | -4.1% | +0.1% | -3.4% |
| 3M | -19.5% | -13.4% | -6.1% | -18.1% |
| 6M | -33.5% | +26.0% | -59.4% | -39.8% |
| YTD | -34.8% | -21.3% | -13.5% | -33.7% |
| 1Y | -41.6% | -27.5% | -14.1% | -39.4% |
| 3Y | +13.8% | +72.7% | -58.9% | -8.1% |
| 5Y | +43.4% | +26.4% | +17.0% | +22.4% |
| 10Y | +268.8% | +169.3% | +99.5% | +152.8% |
| All | +442.2% | +844.6% | -402.4% | +231.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling