+91.4%
ORCL vs GWW
+224.0%
-132.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.8% |
| 7D | +5.3% | +1.4% | +3.9% | +4.8% |
| 30D | +10.0% | +3.3% | +6.7% | +8.9% |
| 3M | -32.6% | +2.9% | -35.5% | -33.4% |
| 6M | +4.9% | +15.8% | -10.9% | -0.7% |
| YTD | -17.8% | +32.0% | -49.8% | -26.2% |
| 1Y | -28.0% | +29.9% | -57.9% | -35.2% |
| 3Y | +36.0% | +91.1% | -55.1% | +3.4% |
| All | +91.4% | +224.0% | -132.6% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling