+29.5%
ORCL vs WEC
+54.4%
-24.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.2% | -7.1% | -6.9% |
| 7D | -17.5% | +3.2% | -20.7% | -17.5% |
| 30D | -20.2% | +14.7% | -34.8% | -20.4% |
| 3M | -19.9% | +10.2% | -30.2% | -20.1% |
| 6M | -37.4% | +4.5% | -41.9% | -37.5% |
| YTD | -40.1% | +15.1% | -55.2% | -41.2% |
| 1Y | -53.4% | +9.4% | -62.8% | -53.8% |
| 3Y | +10.4% | +56.9% | -46.5% | +0.7% |
| All | +29.5% | +54.4% | -24.9% | +18.6% |
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