-50.4%
ORCL vs WAT
+26.7%
-77.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -6.5% | +3.4% | -9.9% | -7.1% |
| 30D | -16.6% | +9.6% | -26.2% | -17.5% |
| 3M | -21.6% | +15.5% | -37.1% | -23.0% |
| 6M | -39.4% | +33.9% | -73.3% | -41.2% |
| YTD | -38.7% | +25.2% | -63.9% | -44.6% |
| 1Y | -50.4% | +26.3% | -76.6% | -54.1% |
| All | -50.4% | +26.7% | -77.1% | -54.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling