+321.9%
ORCL vs NWSA
+99.8%
+222.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -6.5% | -9.7% | +3.2% | -3.5% |
| 30D | -16.6% | -8.6% | -7.9% | -14.3% |
| 3M | -21.6% | -6.3% | -15.3% | -20.4% |
| 6M | -39.4% | -1.2% | -38.2% | -39.9% |
| YTD | -38.7% | +2.6% | -41.3% | -40.0% |
| 1Y | -50.4% | 0.0% | -50.4% | -51.1% |
| 3Y | +8.1% | +30.1% | -22.0% | -3.8% |
| 5Y | +34.5% | +18.3% | +16.2% | +20.7% |
| 10Y | +246.0% | +149.3% | +96.7% | +122.8% |
| All | +321.9% | +99.8% | +222.1% | +186.5% |
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