+251.6%
ORCL vs WDC
+672.3%
-420.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +9.9% | -6.7% | +0.8% |
| 7D | +0.5% | -14.4% | +14.9% | +4.1% |
| 30D | -15.3% | -27.1% | +11.8% | -8.8% |
| 3M | -18.2% | -33.3% | +15.0% | -10.8% |
| 6M | -38.4% | -39.6% | +1.2% | -32.9% |
| YTD | -37.7% | +68.4% | -106.1% | -48.7% |
| 1Y | -49.3% | +78.2% | -127.4% | -59.0% |
| 3Y | +10.6% | +772.0% | -761.4% | -41.1% |
| 5Y | +35.5% | +584.9% | -549.4% | -26.3% |
| 10Y | +251.6% | +653.4% | -401.8% | +70.2% |
| All | +251.6% | +672.3% | -420.7% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WDC.
Daily Out/Under-Performance
Portfolio return minus WDC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDC 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 WDC 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