+30.6%
ORCL vs WING
+4.1%
+26.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.0% |
| 7D | -11.2% | +9.0% | -20.2% | -12.5% |
| 30D | -18.8% | +39.9% | -58.8% | -23.2% |
| 3M | -18.8% | +40.4% | -59.2% | -23.6% |
| 6M | -39.7% | +12.9% | -52.6% | -41.8% |
| YTD | -39.6% | -31.1% | -8.6% | -37.5% |
| 1Y | -51.7% | -32.7% | -19.0% | -49.9% |
| 3Y | +10.2% | -19.8% | +30.0% | +6.1% |
| All | +30.6% | +4.1% | +26.5% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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