+275.2%
ORCL vs SW
+189.7%
+85.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.1% | -6.0% | -2.4% |
| 7D | -14.4% | +12.1% | -26.4% | -15.5% |
| 30D | -12.8% | +6.6% | -19.4% | -13.5% |
| 3M | -14.8% | -6.0% | -8.8% | -14.3% |
| 6M | -30.9% | +21.5% | -52.4% | -32.7% |
| YTD | -35.7% | +20.3% | -56.0% | -37.5% |
| 1Y | -49.5% | +28.1% | -77.6% | -51.3% |
| 3Y | +18.6% | +51.6% | -33.0% | +12.7% |
| 5Y | +38.4% | -0.1% | +38.6% | +33.0% |
| 10Y | +275.2% | +189.7% | +85.5% | +224.1% |
| All | +275.2% | +189.7% | +85.5% | +224.1% |
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