+242.0%
ORCL vs SW
+185.4%
+56.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.5% | -5.4% | -6.8% |
| 7D | -17.5% | +4.7% | -22.1% | -17.9% |
| 30D | -20.2% | +5.0% | -25.2% | -20.7% |
| 3M | -19.9% | -7.3% | -12.6% | -19.4% |
| 6M | -37.4% | +15.0% | -52.4% | -38.7% |
| YTD | -40.1% | +18.5% | -58.6% | -41.7% |
| 1Y | -53.4% | +27.1% | -80.5% | -55.0% |
| 3Y | +10.4% | +49.3% | -38.9% | +5.0% |
| 5Y | +29.8% | -1.6% | +31.4% | +24.9% |
| All | +242.0% | +185.4% | +56.6% | +195.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling