+91.4%
ORCL vs WM
+52.1%
+39.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.2% |
| 7D | +5.3% | -0.3% | +5.6% | +5.3% |
| 30D | +10.0% | -2.4% | +12.3% | +10.1% |
| 3M | -32.6% | +0.4% | -33.0% | -33.1% |
| 6M | +4.9% | -9.5% | +14.4% | +6.3% |
| YTD | -17.8% | +0.5% | -18.3% | -18.7% |
| 1Y | -28.0% | -1.1% | -26.9% | -28.6% |
| 3Y | +36.0% | +46.0% | -10.0% | +15.1% |
| All | +91.4% | +52.1% | +39.3% | +56.6% |
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