+32.7%
ORCL vs SW
+19.6%
+13.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +2.8% |
| 7D | +5.3% | -5.1% | +10.4% | +6.4% |
| 30D | +10.0% | -4.6% | +14.6% | +11.0% |
| 3M | -32.6% | +9.4% | -42.0% | -34.2% |
| 6M | +4.9% | +3.5% | +1.4% | +3.2% |
| YTD | -17.8% | +22.0% | -39.8% | -22.6% |
| 1Y | -28.0% | +2.2% | -30.2% | -29.4% |
| All | +32.7% | +19.6% | +13.1% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling