-32.3%
ORCL vs WBD
+126.2%
-158.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.6% |
| 7D | +10.9% | -1.7% | +12.6% | +10.9% |
| 30D | +7.0% | +3.9% | +3.1% | +7.0% |
| 3M | -21.2% | +5.1% | -26.3% | -21.1% |
| 6M | +7.4% | +0.6% | +6.8% | +7.5% |
| YTD | -16.3% | -3.2% | -13.1% | -16.3% |
| 1Y | -32.3% | +127.7% | -160.0% | -22.9% |
| All | -32.3% | +126.2% | -158.5% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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