+91.4%
ORCL vs W
-63.2%
+154.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.5% | +0.6% | +2.7% |
| 7D | +5.3% | -4.2% | +9.4% | +5.9% |
| 30D | +10.0% | -7.6% | +17.5% | +11.0% |
| 3M | -32.6% | +37.2% | -69.7% | -35.9% |
| 6M | +4.9% | +26.3% | -21.4% | +0.4% |
| YTD | -17.8% | -1.0% | -16.8% | -19.2% |
| 1Y | -28.0% | +20.1% | -48.1% | -31.5% |
| 3Y | +36.0% | +37.8% | -1.8% | +19.4% |
| All | +91.4% | -63.2% | +154.6% | +62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling