+363.4%
ORCL vs NWSA
+143.8%
+219.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.2% | +3.0% |
| 7D | +15.0% | -2.6% | +17.6% | +16.0% |
| 30D | +10.5% | +4.6% | +6.0% | +8.8% |
| 3M | -23.0% | +10.2% | -33.2% | -25.9% |
| 6M | +7.0% | +21.6% | -14.6% | -0.5% |
| YTD | -15.8% | +14.6% | -30.5% | -20.3% |
| 1Y | -31.1% | +0.4% | -31.4% | -32.1% |
| 3Y | +33.3% | +45.0% | -11.7% | +14.5% |
| 5Y | +94.3% | +41.3% | +53.0% | +64.1% |
| 10Y | +363.4% | +142.8% | +220.6% | +194.9% |
| All | +363.4% | +143.8% | +219.5% | +194.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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