+363.4%
ORCL vs GWW
+557.3%
-193.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.0% | +3.2% |
| 7D | +15.0% | -1.5% | +16.5% | +15.5% |
| 30D | +10.5% | +1.1% | +9.4% | +10.1% |
| 3M | -23.0% | -1.0% | -22.0% | -23.0% |
| 6M | +7.0% | +16.3% | -9.3% | +1.1% |
| YTD | -15.8% | +28.5% | -44.3% | -23.6% |
| 1Y | -31.1% | +30.3% | -61.3% | -38.0% |
| 3Y | +33.3% | +91.6% | -58.3% | +3.8% |
| 5Y | +94.3% | +224.0% | -129.7% | +24.3% |
| 10Y | +363.4% | +551.3% | -187.9% | +152.6% |
| All | +363.4% | +557.3% | -193.9% | +152.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling