+346.9%
ORCL vs WFC
+138.0%
+208.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.8% |
| 7D | +5.3% | +3.8% | +1.5% | +4.0% |
| 30D | +10.0% | +1.5% | +8.5% | +9.4% |
| 3M | -32.6% | +10.9% | -43.4% | -34.9% |
| 6M | +4.9% | +8.4% | -3.5% | +1.6% |
| YTD | -17.8% | -1.9% | -15.9% | -17.7% |
| 1Y | -28.0% | +12.3% | -40.3% | -31.5% |
| 3Y | +36.0% | +132.3% | -96.3% | -0.7% |
| 5Y | +88.7% | +130.1% | -41.3% | +35.1% |
| All | +346.9% | +138.0% | +208.9% | +202.2% |
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