+9.3%
ORCL vs WM
+50.2%
-40.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.2% | -8.1% | -6.6% |
| 7D | -17.5% | +4.5% | -22.0% | -16.3% |
| 30D | -20.2% | +16.1% | -36.2% | -17.0% |
| 3M | -19.9% | +8.0% | -28.0% | -18.0% |
| 6M | -37.4% | +8.4% | -45.8% | -35.7% |
| YTD | -40.1% | +11.2% | -51.3% | -38.4% |
| 1Y | -53.4% | +22.3% | -75.7% | -52.3% |
| All | +9.3% | +50.2% | -40.9% | +19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling