-49.5%
ORCL vs WM
+21.9%
-71.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.6% | -0.6% |
| 7D | -14.4% | +5.9% | -20.3% | -10.0% |
| 30D | -12.8% | +15.4% | -28.2% | -2.2% |
| 3M | -14.8% | +6.3% | -21.1% | -10.0% |
| 6M | -30.9% | +5.6% | -36.5% | -25.9% |
| YTD | -35.7% | +9.9% | -45.6% | -28.7% |
| 1Y | -49.5% | +20.8% | -70.3% | -43.8% |
| All | -49.5% | +21.9% | -71.4% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 1y: compounded portfolio wealth divided by compounded WM 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…
1y analysis · Full analysis span regression · 6 months rolling