-33.3%
ORCL vs NWSA
-1.6%
-31.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.8% | +8.0% | +8.8% |
| 7D | +3.8% | -12.2% | +16.0% | +3.9% |
| 30D | -6.6% | -8.7% | +2.1% | -5.6% |
| 3M | -11.4% | -6.0% | -5.5% | -10.0% |
| 6M | -33.3% | -0.3% | -33.0% | -31.3% |
| All | -33.3% | -1.6% | -31.7% | -31.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling