-32.7%
ORCL vs WFC
+16.4%
-49.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.9% |
| 7D | +5.3% | +3.8% | +1.5% | +4.6% |
| 30D | +10.0% | +1.5% | +8.5% | +9.7% |
| 3M | -32.6% | +10.9% | -43.4% | -33.4% |
| 6M | +4.9% | +8.4% | -3.5% | +3.5% |
| YTD | -17.8% | -1.9% | -15.9% | -18.0% |
| All | -32.7% | +16.4% | -49.0% | -28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling