-7.2%
ORCL vs WETO
-99.4%
+92.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.4% | +3.7% | -1.8% |
| 7D | -5.4% | -4.3% | -1.0% | -5.4% |
| 30D | -2.0% | -39.9% | +37.9% | -1.4% |
| 3M | -18.1% | -97.9% | +79.8% | -17.2% |
| 6M | -7.2% | -95.0% | +87.8% | -6.5% |
| YTD | -22.2% | -97.2% | +75.0% | -22.3% |
| 1Y | -50.6% | -98.9% | +48.3% | -51.3% |
| All | -7.2% | -99.4% | +92.2% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 10y: compounded portfolio wealth divided by compounded WETO 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…
10y analysis · Full analysis span regression · 6 months rolling