+251.6%
ORCL vs W
+268.4%
-16.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.6% | -1.4% | +2.6% |
| 7D | +0.5% | +3.3% | -2.8% | 0.0% |
| 30D | -15.3% | +10.5% | -25.8% | -16.4% |
| 3M | -18.2% | +9.6% | -27.9% | -19.3% |
| 6M | -38.4% | +76.4% | -114.8% | -43.2% |
| YTD | -37.7% | +16.4% | -54.1% | -40.0% |
| 1Y | -49.3% | +9.3% | -58.6% | -50.9% |
| 3Y | +10.6% | +172.8% | -162.2% | -8.5% |
| 5Y | +35.5% | -53.4% | +88.9% | +23.5% |
| 10Y | +251.6% | +243.6% | +8.0% | +133.5% |
| All | +251.6% | +268.4% | -16.9% | +133.5% |
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