+244.8%
ORCL vs WFC
+143.9%
+100.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -11.2% | +1.2% | -12.4% | -11.6% |
| 30D | -18.8% | +5.2% | -24.0% | -20.3% |
| 3M | -18.8% | -3.0% | -15.7% | -18.2% |
| 6M | -39.7% | +6.2% | -45.9% | -41.2% |
| YTD | -39.6% | -7.9% | -31.7% | -38.5% |
| 1Y | -51.7% | +0.3% | -52.0% | -52.2% |
| 3Y | +10.2% | +117.7% | -107.5% | -17.8% |
| 5Y | +30.8% | +88.4% | -57.5% | +0.3% |
| All | +244.8% | +143.9% | +100.9% | +143.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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