+244.8%
ORCL vs WCC
+457.1%
-212.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.3% |
| 7D | -11.2% | -14.7% | +3.5% | -7.7% |
| 30D | -18.8% | -20.1% | +1.2% | -14.3% |
| 3M | -18.8% | -21.2% | +2.4% | -14.0% |
| 6M | -39.7% | -19.2% | -20.6% | -36.7% |
| YTD | -39.6% | +20.2% | -59.9% | -42.7% |
| 1Y | -51.7% | +14.5% | -66.2% | -53.6% |
| 3Y | +10.2% | +115.1% | -104.9% | -10.6% |
| 5Y | +30.8% | +121.5% | -90.7% | +1.9% |
| All | +244.8% | +457.1% | -212.4% | +129.4% |
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