+42.7%
ORCL vs WDC
+550.5%
-507.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.0% | +3.6% | 0.0% |
| 7D | +8.0% | +12.1% | -4.1% | +4.7% |
| 30D | -4.0% | -18.8% | +14.8% | +1.2% |
| 3M | -19.5% | -39.3% | +19.8% | -9.3% |
| 6M | -33.5% | -40.1% | +6.7% | -26.8% |
| YTD | -34.8% | +71.8% | -106.6% | -48.7% |
| 1Y | -41.6% | +88.5% | -130.1% | -55.6% |
| 3Y | +13.8% | +770.0% | -756.2% | -47.4% |
| All | +42.7% | +550.5% | -507.9% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling