-30.9%
ORCL vs SW
+17.5%
-48.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.1% | -6.0% | -2.1% |
| 7D | -14.4% | +12.1% | -26.4% | -14.9% |
| 30D | -12.8% | +6.6% | -19.4% | -13.1% |
| 3M | -14.8% | -6.0% | -8.8% | -13.6% |
| 6M | -30.9% | +21.5% | -52.4% | -32.8% |
| All | -30.9% | +17.5% | -48.3% | -32.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling