+346.9%
ORCL vs WAT
+161.1%
+185.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.4% |
| 7D | +5.3% | -1.3% | +6.5% | +5.7% |
| 30D | +10.0% | +2.3% | +7.6% | +9.2% |
| 3M | -32.6% | +8.7% | -41.3% | -34.5% |
| 6M | +4.9% | +28.3% | -23.4% | -3.7% |
| YTD | -17.8% | +7.8% | -25.5% | -21.0% |
| 1Y | -28.0% | +36.6% | -64.6% | -36.9% |
| 3Y | +36.0% | +45.7% | -9.7% | +11.1% |
| 5Y | +88.7% | -3.3% | +92.0% | +78.7% |
| All | +346.9% | +161.1% | +185.9% | +177.2% |
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