+13.8%
ORCL vs NWSA
+32.6%
-18.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.0% | -2.1% |
| 7D | +8.0% | +2.2% | +5.8% | +7.3% |
| 30D | -4.0% | -8.8% | +4.8% | -1.8% |
| 3M | -19.5% | -6.5% | -13.0% | -18.3% |
| 6M | -33.5% | +1.5% | -35.0% | -34.7% |
| YTD | -34.8% | +4.0% | -38.9% | -36.7% |
| 1Y | -41.6% | +3.4% | -45.1% | -43.2% |
| 3Y | +13.8% | +34.8% | -21.1% | -9.0% |
| All | +13.8% | +32.6% | -18.8% | -9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling