+315.1%
ORCL vs NWSA
+98.2%
+217.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.9% |
| 7D | -11.2% | -9.4% | -1.8% | -8.4% |
| 30D | -18.8% | -7.8% | -11.1% | -17.0% |
| 3M | -18.8% | -10.8% | -8.0% | -16.2% |
| 6M | -39.7% | +1.1% | -40.8% | -40.7% |
| YTD | -39.6% | +1.8% | -41.4% | -40.8% |
| 1Y | -51.7% | +6.0% | -57.8% | -53.4% |
| 3Y | +10.2% | +24.6% | -14.3% | -0.5% |
| 5Y | +30.8% | +13.1% | +17.7% | +19.1% |
| 10Y | +252.1% | +148.5% | +103.5% | +126.8% |
| All | +315.1% | +98.2% | +217.0% | +182.7% |
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 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