+244.8%
ORCL vs W
+238.4%
+6.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.3% | +1.0% |
| 7D | -11.2% | -3.6% | -7.6% | -10.8% |
| 30D | -18.8% | +7.0% | -25.8% | -19.5% |
| 3M | -18.8% | +7.4% | -26.1% | -19.6% |
| 6M | -39.7% | +69.3% | -109.0% | -44.2% |
| YTD | -39.6% | +11.3% | -50.9% | -41.5% |
| 1Y | -51.7% | +13.2% | -65.0% | -53.5% |
| 3Y | +10.2% | +142.0% | -131.8% | -7.6% |
| 5Y | +30.8% | -54.6% | +85.4% | +19.7% |
| All | +244.8% | +238.4% | +6.4% | +128.5% |
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