+30.6%
ORCL vs WAT
+32.4%
-1.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | -11.2% | -1.1% | -10.0% | -10.8% |
| 30D | -18.8% | +5.0% | -23.8% | -19.6% |
| 3M | -18.8% | +14.5% | -33.3% | -21.3% |
| 6M | -39.7% | +30.9% | -70.7% | -43.5% |
| YTD | -39.6% | +20.5% | -60.1% | -42.9% |
| 1Y | -51.7% | +23.3% | -75.0% | -54.7% |
| 3Y | +10.2% | +81.5% | -71.2% | -11.7% |
| All | +30.6% | +32.4% | -1.8% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling