+10.2%
ORCL vs WAB
+157.8%
-147.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | -0.1% |
| 7D | -11.2% | +1.4% | -12.6% | -11.7% |
| 30D | -18.8% | +0.4% | -19.2% | -18.9% |
| 3M | -18.8% | -3.8% | -14.9% | -17.3% |
| 6M | -39.7% | +5.1% | -44.8% | -41.6% |
| YTD | -39.6% | +33.3% | -73.0% | -50.2% |
| 1Y | -51.7% | +39.8% | -91.6% | -61.4% |
| 3Y | +10.2% | +161.1% | -150.8% | -37.4% |
| All | +10.2% | +157.8% | -147.5% | -37.4% |
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