+30.6%
ORCL vs WCN
+45.6%
-15.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +0.9% |
| 7D | -11.2% | +2.9% | -14.1% | -11.5% |
| 30D | -18.8% | +22.1% | -40.9% | -21.2% |
| 3M | -18.8% | +13.2% | -32.0% | -20.2% |
| 6M | -39.7% | +23.7% | -63.4% | -42.2% |
| YTD | -39.6% | +8.7% | -48.4% | -40.1% |
| 1Y | -51.7% | +15.3% | -67.1% | -53.1% |
| 3Y | +10.2% | +46.0% | -35.8% | -4.8% |
| All | +30.6% | +45.6% | -15.1% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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