+346.9%
ORCL vs WCC
+498.7%
-151.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.9% | -0.8% | +2.2% |
| 7D | +5.3% | +4.5% | +0.8% | +4.2% |
| 30D | +10.0% | -5.8% | +15.8% | +11.4% |
| 3M | -32.6% | -3.7% | -28.9% | -32.1% |
| 6M | +4.9% | +23.1% | -18.1% | -0.7% |
| YTD | -17.8% | +44.2% | -61.9% | -25.3% |
| 1Y | -28.0% | +62.1% | -90.1% | -36.6% |
| 3Y | +36.0% | +121.1% | -85.1% | +8.7% |
| 5Y | +88.7% | +214.0% | -125.2% | +36.2% |
| All | +346.9% | +498.7% | -151.8% | +165.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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