+244.8%
ORCL vs WAT
+227.3%
+17.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.5% |
| 7D | -11.2% | -1.1% | -10.0% | -10.7% |
| 30D | -18.8% | +5.0% | -23.8% | -19.9% |
| 3M | -18.8% | +14.5% | -33.3% | -22.2% |
| 6M | -39.7% | +30.9% | -70.7% | -44.9% |
| YTD | -39.6% | +20.5% | -60.1% | -44.1% |
| 1Y | -51.7% | +23.3% | -75.0% | -55.7% |
| 3Y | +10.2% | +81.5% | -71.2% | -17.2% |
| 5Y | +30.8% | +33.4% | -2.6% | +9.0% |
| All | +244.8% | +227.3% | +17.5% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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