+277.8%
ORCL vs W
+224.5%
+53.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.7% | +7.1% | +8.6% |
| 7D | +3.8% | -7.4% | +11.1% | +4.8% |
| 30D | -6.6% | +7.8% | -14.4% | -7.4% |
| 3M | -11.4% | +10.9% | -22.3% | -12.7% |
| 6M | -33.3% | +86.4% | -119.7% | -38.9% |
| YTD | -33.3% | +14.0% | -47.2% | -35.5% |
| 1Y | -44.9% | +3.5% | -48.4% | -46.3% |
| 3Y | +17.6% | +164.8% | -147.1% | -2.3% |
| 5Y | +46.1% | -53.1% | +99.2% | +33.2% |
| 10Y | +277.8% | +220.4% | +57.3% | +151.2% |
| All | +277.8% | +224.5% | +53.2% | +151.2% |
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