+246.0%
ORCL vs W
+228.8%
+17.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.7% | +2.2% | -1.0% |
| 7D | -6.5% | +1.1% | -7.6% | -6.7% |
| 30D | -16.6% | +6.4% | -23.0% | -17.2% |
| 3M | -21.6% | +9.0% | -30.6% | -22.5% |
| 6M | -39.4% | +69.8% | -109.2% | -43.8% |
| YTD | -38.7% | +12.1% | -50.7% | -40.6% |
| 1Y | -50.4% | 0.0% | -50.4% | -51.4% |
| 3Y | +8.1% | +160.3% | -152.2% | -10.1% |
| 5Y | +34.5% | -53.3% | +87.8% | +22.7% |
| 10Y | +246.0% | +217.0% | +29.1% | +130.6% |
| All | +246.0% | +228.8% | +17.2% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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