+45.4%
ORCL vs WFC
+91.5%
-46.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | +10.4% | +1.7% | +8.6% | +9.8% |
| 30D | -11.2% | +6.8% | -18.1% | -13.0% |
| 3M | -16.8% | -3.0% | -13.8% | -16.2% |
| 6M | -31.5% | +15.4% | -46.9% | -34.5% |
| YTD | -33.9% | -5.9% | -28.0% | -33.1% |
| 1Y | -43.3% | +1.7% | -44.9% | -43.9% |
| 3Y | +16.5% | +124.9% | -108.4% | -11.0% |
| 5Y | +45.4% | +90.5% | -45.1% | +16.2% |
| All | +45.4% | +91.5% | -46.1% | +16.2% |
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 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