+2,101.0%
ORCL vs WBD
+215.4%
+1,885.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.1% |
| 7D | -8.9% | +1.0% | -9.9% | -9.1% |
| 30D | -17.0% | +26.7% | -43.7% | -21.3% |
| 3M | -3.9% | +91.1% | -95.0% | -18.8% |
| 6M | +60.8% | +164.8% | -104.0% | +25.2% |
| YTD | +45.0% | +114.5% | -69.5% | +17.8% |
| 1Y | +29.7% | +141.9% | -112.3% | +1.7% |
| 3Y | +223.6% | +120.7% | +102.8% | +140.5% |
| 5Y | +351.6% | +8.3% | +343.3% | +254.5% |
| 10Y | +585.2% | -21.9% | +607.0% | +445.2% |
| All | +2,101.0% | +215.4% | +1,885.6% | +847.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling