-49.6%
ORCL vs W
+8.7%
-58.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.6% | -1.4% | +2.3% |
| 7D | +0.5% | +3.3% | -2.8% | -0.2% |
| 30D | -15.3% | +10.5% | -25.8% | -16.8% |
| 3M | -18.2% | +9.6% | -27.9% | -19.7% |
| 6M | -38.4% | +76.4% | -114.8% | -45.2% |
| YTD | -37.7% | +16.4% | -54.1% | -41.6% |
| All | -49.6% | +8.7% | -58.3% | -52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling