+16.5%
ORCL vs WFC
+125.8%
-109.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.8% | +8.8% |
| 7D | +3.8% | -1.3% | +5.0% | +4.2% |
| 30D | -6.6% | +3.6% | -10.1% | -7.5% |
| 3M | -11.4% | -1.3% | -10.1% | -11.3% |
| 6M | -33.3% | +18.0% | -51.3% | -36.3% |
| YTD | -33.3% | -5.9% | -27.4% | -32.4% |
| 1Y | -44.9% | +1.8% | -46.7% | -45.4% |
| All | +16.5% | +125.8% | -109.3% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling