-28.0%
ORCL vs WM
-0.9%
-27.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +2.1% |
| 7D | +5.3% | -0.3% | +5.6% | +5.0% |
| 30D | +10.0% | -2.4% | +12.3% | +8.0% |
| 3M | -32.6% | +0.4% | -33.0% | -32.1% |
| 6M | +4.9% | -9.5% | +14.4% | +1.5% |
| YTD | -17.8% | +0.5% | -18.3% | -14.1% |
| 1Y | -28.0% | -1.1% | -26.9% | -30.2% |
| All | -28.0% | -0.9% | -27.1% | -30.2% |
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