+0.3%
ORCL vs WETO
-99.4%
+99.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.4% |
| 7D | +15.0% | -57.2% | +72.2% | +14.1% |
| 30D | +10.5% | -48.8% | +59.3% | +11.3% |
| 3M | -23.0% | -97.7% | +74.7% | -22.1% |
| 6M | +7.0% | -94.3% | +101.3% | +8.0% |
| YTD | -15.8% | -97.0% | +81.2% | -15.9% |
| 1Y | -31.1% | -98.9% | +67.8% | -32.0% |
| All | +0.3% | -99.4% | +99.7% | -2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling