+45.4%
ORCL vs WEC
+55.1%
-9.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +10.4% | -0.7% | +11.1% | +10.4% |
| 30D | -11.2% | +11.0% | -22.2% | -11.5% |
| 3M | -16.8% | +8.6% | -25.4% | -17.0% |
| 6M | -31.5% | +6.2% | -37.6% | -31.7% |
| YTD | -33.9% | +14.3% | -48.2% | -35.1% |
| 1Y | -43.3% | +8.4% | -51.6% | -43.8% |
| 3Y | +16.5% | +62.9% | -46.4% | +4.6% |
| 5Y | +45.4% | +55.8% | -10.4% | +31.7% |
| All | +45.4% | +55.1% | -9.7% | +31.7% |
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