+208.5%
ORCL vs WING
+667.7%
-459.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.1% | -5.8% | -6.8% |
| 7D | -17.5% | +14.0% | -31.5% | -19.2% |
| 30D | -20.2% | +47.7% | -67.9% | -24.7% |
| 3M | -19.9% | +34.2% | -54.1% | -23.8% |
| 6M | -37.4% | +13.6% | -51.0% | -39.4% |
| YTD | -40.1% | -30.0% | -10.1% | -38.4% |
| 1Y | -53.4% | -33.9% | -19.5% | -51.8% |
| 3Y | +10.4% | -18.7% | +29.1% | +7.6% |
| 5Y | +29.8% | +5.5% | +24.2% | +17.6% |
| 10Y | +249.2% | +696.2% | -447.0% | +130.6% |
| All | +208.5% | +667.7% | -459.2% | +99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling