+91.4%
ORCL vs WCN
+30.3%
+61.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.2% | +3.3% |
| 7D | +5.3% | -0.6% | +5.9% | +5.4% |
| 30D | +10.0% | +0.4% | +9.5% | +9.9% |
| 3M | -32.6% | +7.3% | -39.9% | -33.9% |
| 6M | +4.9% | -2.5% | +7.4% | +5.3% |
| YTD | -17.8% | -5.4% | -12.4% | -16.8% |
| 1Y | -28.0% | -8.5% | -19.5% | -26.5% |
| 3Y | +36.0% | +20.8% | +15.2% | +22.6% |
| All | +91.4% | +30.3% | +61.1% | +63.2% |
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