+244.8%
ORCL vs WM
+339.4%
-94.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.5% |
| 7D | -11.2% | +1.2% | -12.4% | -11.7% |
| 30D | -18.8% | +13.1% | -31.9% | -23.0% |
| 3M | -18.8% | +3.6% | -22.4% | -20.5% |
| 6M | -39.7% | +8.1% | -47.8% | -42.7% |
| YTD | -39.6% | +8.9% | -48.5% | -43.3% |
| 1Y | -51.7% | +20.3% | -72.1% | -56.9% |
| 3Y | +10.2% | +46.2% | -35.9% | -14.7% |
| 5Y | +30.8% | +59.9% | -29.1% | -5.9% |
| All | +244.8% | +339.4% | -94.6% | +51.8% |
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