+91.4%
ORCL vs WFC
+129.3%
-37.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.8% |
| 7D | +5.3% | +3.8% | +1.5% | +4.1% |
| 30D | +10.0% | +1.5% | +8.5% | +9.5% |
| 3M | -32.6% | +10.9% | -43.4% | -34.6% |
| 6M | +4.9% | +8.4% | -3.5% | +2.0% |
| YTD | -17.8% | -1.9% | -15.9% | -17.6% |
| 1Y | -28.0% | +12.3% | -40.3% | -31.0% |
| 3Y | +36.0% | +132.3% | -96.3% | +3.5% |
| All | +91.4% | +129.3% | -37.8% | +45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling