+29.8%
ORCL vs WM
+62.1%
-32.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.2% | -8.1% | -6.9% |
| 7D | -17.5% | +4.5% | -22.0% | -17.5% |
| 30D | -20.2% | +16.1% | -36.2% | -20.7% |
| 3M | -19.9% | +8.0% | -28.0% | -20.1% |
| 6M | -37.4% | +8.4% | -45.8% | -37.9% |
| YTD | -40.1% | +11.2% | -51.3% | -41.0% |
| 1Y | -53.4% | +22.3% | -75.7% | -55.2% |
| 3Y | +10.4% | +50.2% | -39.8% | -3.6% |
| 5Y | +29.8% | +63.3% | -33.5% | +9.5% |
| All | +29.8% | +62.1% | -32.3% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling