+30.6%
ORCL vs WEC
+51.2%
-20.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +0.8% |
| 7D | -11.2% | -0.2% | -11.0% | -11.2% |
| 30D | -18.8% | +12.3% | -31.1% | -19.1% |
| 3M | -18.8% | +8.3% | -27.0% | -19.0% |
| 6M | -39.7% | +3.5% | -43.2% | -39.9% |
| YTD | -39.6% | +12.7% | -52.4% | -40.7% |
| 1Y | -51.7% | +8.2% | -59.9% | -52.3% |
| 3Y | +10.2% | +55.9% | -45.6% | +0.1% |
| All | +30.6% | +51.2% | -20.7% | +19.6% |
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