+251.6%
ORCL vs WAB
+305.5%
-53.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.1% | -2.0% | +1.6% |
| 7D | +0.5% | +4.0% | -3.5% | -0.7% |
| 30D | -15.3% | +4.5% | -19.8% | -16.4% |
| 3M | -18.2% | +2.3% | -20.5% | -18.8% |
| 6M | -38.4% | +12.5% | -50.9% | -40.9% |
| YTD | -37.7% | +40.2% | -77.9% | -44.7% |
| 1Y | -49.3% | +45.2% | -94.5% | -55.5% |
| 3Y | +10.6% | +171.8% | -161.2% | -18.9% |
| 5Y | +35.5% | +217.6% | -182.1% | -5.8% |
| 10Y | +251.6% | +285.3% | -33.7% | +114.5% |
| All | +251.6% | +305.5% | -53.9% | +114.5% |
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