+363.4%
ORCL vs WAB
+283.1%
+80.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.2% |
| 7D | +15.0% | +1.7% | +13.3% | +14.4% |
| 30D | +10.5% | -2.4% | +13.0% | +11.4% |
| 3M | -23.0% | +9.7% | -32.7% | -25.5% |
| 6M | +7.0% | +16.5% | -9.5% | +1.1% |
| YTD | -15.8% | +33.7% | -49.5% | -24.1% |
| 1Y | -31.1% | +49.7% | -80.8% | -40.2% |
| 3Y | +33.3% | +170.9% | -137.7% | -2.1% |
| 5Y | +94.3% | +228.0% | -133.7% | +34.6% |
| 10Y | +363.4% | +284.8% | +78.6% | +177.0% |
| All | +363.4% | +283.1% | +80.3% | +177.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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