+7,075.2%
ORCL vs WAB
+4,092.2%
+2,983.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +2.9% |
| 7D | +5.3% | -3.2% | +8.5% | +6.4% |
| 30D | +10.0% | -4.4% | +14.4% | +11.5% |
| 3M | -32.6% | +7.9% | -40.4% | -34.4% |
| 6M | +4.9% | +8.7% | -3.8% | +1.3% |
| YTD | -17.8% | +33.0% | -50.7% | -25.6% |
| 1Y | -28.0% | +46.7% | -74.6% | -36.9% |
| 3Y | +36.0% | +153.0% | -117.0% | +0.9% |
| 5Y | +88.7% | +222.3% | -133.5% | +29.0% |
| 10Y | +346.9% | +291.0% | +55.9% | +165.1% |
| All | +7,075.2% | +4,092.2% | +2,983.0% | +1,851.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling