+251.6%
ORCL vs NWSA
+159.6%
+92.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +2.9% |
| 7D | +0.5% | -10.5% | +11.0% | +4.1% |
| 30D | -15.3% | -8.8% | -6.5% | -12.9% |
| 3M | -18.2% | -6.5% | -11.7% | -16.9% |
| 6M | -38.4% | -1.3% | -37.1% | -38.9% |
| YTD | -37.7% | +2.5% | -40.2% | -39.1% |
| 1Y | -49.3% | +0.2% | -49.5% | -50.1% |
| 3Y | +10.6% | +27.6% | -17.0% | -1.4% |
| 5Y | +35.5% | +17.0% | +18.5% | +21.4% |
| 10Y | +251.6% | +148.3% | +103.3% | +125.7% |
| All | +251.6% | +159.6% | +92.0% | +125.7% |
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