+251.6%
ORCL vs WFC
+142.4%
+109.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.8% | +1.3% | +2.6% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | -15.3% | +2.9% | -18.2% | -16.2% |
| 3M | -18.2% | -1.4% | -16.8% | -18.1% |
| 6M | -38.4% | +14.3% | -52.8% | -41.3% |
| YTD | -37.7% | -6.2% | -31.5% | -36.9% |
| 1Y | -49.3% | +1.6% | -50.9% | -50.0% |
| 3Y | +10.6% | +126.9% | -116.3% | -18.6% |
| 5Y | +35.5% | +94.0% | -58.4% | +2.9% |
| 10Y | +251.6% | +134.0% | +117.5% | +146.8% |
| All | +251.6% | +142.4% | +109.2% | +146.8% |
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