+24,538.0%
ORCL vs WFC
+8,136.6%
+16,401.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -11.2% | +1.2% | -12.4% | -11.6% |
| 30D | -18.8% | +5.2% | -24.0% | -20.2% |
| 3M | -18.8% | -3.0% | -15.7% | -18.2% |
| 6M | -39.7% | +6.2% | -45.9% | -41.1% |
| YTD | -39.6% | -7.9% | -31.7% | -38.6% |
| 1Y | -51.7% | +0.3% | -52.0% | -52.2% |
| 3Y | +10.2% | +117.7% | -107.5% | -15.9% |
| 5Y | +30.8% | +88.4% | -57.5% | +2.3% |
| 10Y | +252.1% | +147.3% | +104.8% | +137.8% |
| All | +24,538.0% | +8,136.6% | +16,401.5% | +3,622.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling