+91.4%
ORCL vs WEC
+31.0%
+60.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.1% |
| 7D | +5.3% | -0.3% | +5.5% | +5.3% |
| 30D | +10.0% | -1.3% | +11.3% | +10.0% |
| 3M | -32.6% | -3.9% | -28.7% | -32.6% |
| 6M | +4.9% | -8.3% | +13.2% | +5.3% |
| YTD | -17.8% | +3.1% | -20.8% | -18.9% |
| 1Y | -28.0% | +1.9% | -29.9% | -29.0% |
| 3Y | +36.0% | +41.9% | -5.9% | +24.7% |
| All | +91.4% | +31.0% | +60.5% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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