+465.6%
ORCL vs NWSA
+127.4%
+338.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.9% | +3.7% |
| 7D | +5.3% | -1.9% | +7.1% | +5.9% |
| 30D | +10.0% | +4.6% | +5.4% | +8.2% |
| 3M | -32.6% | +13.2% | -45.8% | -35.7% |
| 6M | +4.9% | +27.0% | -22.1% | -3.7% |
| YTD | -17.8% | +16.8% | -34.6% | -22.5% |
| 1Y | -28.0% | +4.5% | -32.5% | -30.1% |
| 3Y | +36.0% | +46.2% | -10.2% | +17.0% |
| 5Y | +88.7% | +40.9% | +47.8% | +60.4% |
| 10Y | +346.9% | +145.1% | +201.8% | +189.1% |
| All | +465.6% | +127.4% | +338.2% | +270.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling