+346.9%
ORCL vs WM
+305.9%
+41.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.6% |
| 7D | +5.3% | -0.3% | +5.6% | +5.4% |
| 30D | +10.0% | -2.4% | +12.3% | +10.9% |
| 3M | -32.6% | +0.4% | -33.0% | -33.5% |
| 6M | +4.9% | -9.5% | +14.4% | +7.8% |
| YTD | -17.8% | +0.5% | -18.3% | -19.7% |
| 1Y | -28.0% | -1.1% | -26.9% | -29.7% |
| 3Y | +36.0% | +46.0% | -10.0% | +4.0% |
| 5Y | +88.7% | +51.8% | +36.9% | +38.4% |
| All | +346.9% | +305.9% | +41.0% | +97.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling