+260.8%
ORCL vs W
+214.9%
+45.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -8.2% | +1.3% | -6.0% |
| 7D | -17.5% | -5.6% | -11.9% | -17.0% |
| 30D | -20.2% | +7.5% | -27.7% | -20.8% |
| 3M | -19.9% | +5.4% | -25.3% | -20.5% |
| 6M | -37.4% | +79.4% | -116.8% | -42.0% |
| YTD | -40.1% | +12.9% | -53.0% | -41.9% |
| 1Y | -53.4% | +12.4% | -65.8% | -54.9% |
| 3Y | +10.4% | +128.5% | -118.1% | -5.5% |
| 5Y | +29.8% | -54.0% | +83.7% | +19.0% |
| 10Y | +249.2% | +248.8% | +0.5% | +141.2% |
| All | +260.8% | +214.9% | +45.9% | +145.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling