-5.6%
ORCL vs WETO
-99.4%
+93.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +7.1% | -12.4% | -5.3% |
| 7D | -0.7% | -19.9% | +19.2% | -0.9% |
| 30D | +5.1% | -42.7% | +47.8% | +5.8% |
| 3M | -23.7% | -97.7% | +74.0% | -22.9% |
| 6M | +3.1% | -94.4% | +97.5% | +4.0% |
| YTD | -20.8% | -97.0% | +76.2% | -20.9% |
| 1Y | -52.9% | -98.9% | +46.0% | -53.5% |
| All | -5.6% | -99.4% | +93.8% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling