+15.4%
ORCL vs WAB
+171.1%
-155.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.4% |
| 7D | +10.4% | +7.9% | +2.5% | +6.4% |
| 30D | -11.2% | +4.9% | -16.1% | -13.2% |
| 3M | -16.8% | +1.8% | -18.6% | -17.5% |
| 6M | -31.5% | +12.0% | -43.4% | -35.6% |
| YTD | -33.9% | +41.3% | -75.2% | -47.0% |
| 1Y | -43.3% | +43.8% | -87.1% | -55.0% |
| All | +15.4% | +171.1% | -155.8% | -37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling