+42.7%
ORCL vs WAB
+214.2%
-171.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.5% | -1.0% |
| 7D | +8.0% | +5.1% | +2.9% | +5.5% |
| 30D | -4.0% | +4.0% | -8.0% | -5.7% |
| 3M | -19.5% | +0.1% | -19.6% | -19.5% |
| 6M | -33.5% | +12.8% | -46.3% | -37.5% |
| YTD | -34.8% | +40.1% | -74.9% | -45.9% |
| 1Y | -41.6% | +46.4% | -88.0% | -52.7% |
| 3Y | +13.8% | +167.4% | -153.6% | -30.2% |
| All | +42.7% | +214.2% | -171.5% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling